Windows Live Messenger 2009 will not sign you in if any program from Windows Live Essentials 2012 is installed.
I have experienced this issue while only Movie Maker was installed. WLM 09 works as intended when Movie Maker is uninstalled.

Possibly not something Escargot's team can fix, but I wanted the conflict to be easily discoverable since it has been an issue for both myself and friends when trying to install.
Thank you for your hard work!