Problems have been reported with the newest version of Windows Live Messenger, which Windows Update delivered to users in July, with some networks that are using Forefront TMG as a proxy solution. Users are getting a message that they can’t sign into Live Messenger. The good news is that there’s a workaround, which you can read about in the fastvue blog here:
http://www.fastvue.co/blog/how-to-fix-windows-live-messenger-2011-forefront-tmg-login-issues