In Windows 7, unlike in Windows Vista, the Messenger icon does not stay in the Notification area, but in the central part of the taskbar. Most will find this behavior quite useful as it allows users to do various Messenger functions like changing status, sending IMs, etc. easily.
Make Messenger icon appear in Windows 7 system tray
But if you don’t like this behavior and if you’d like its icon to stay put in the notification area (what some people refer to as the system tray) you can do so as follows:
Close your Windows Live Messenger, right click and open its Properties box. Set the application to run in Windows Vista compatibility mode.