Windows Messenger is known to have problems. My advice would be get yourself a copy of messenger 6 (or you can try the 7 beta.)Unfortunately M$ don't allow older versions anymore which is a pity.
E-messenger kinda sucks really, it has the annoying refresh thing. If you do want to try a web based version of msn, try
this
I think your best bet would be to download messenger 6.2 and scrap windows messenger.