Please help me with my MSN Messenger, it's not working?

When I try to bring it up, a window pops up and says it failed to connect to the service. This could be due to improper proxy or firewall settings. Can somebody walk me through step by step on what to do? I tried reinstalling it 5 times, still doesn't work. I unblocked it on my firewall and even turned my firewall off for a second, still doesn't work. Any help would be greatly appreciated, thanks.