You should not go into "Program Files" and delete those folders in there. When you install a program, files associated with that program is placed in many other folders on your local disk (C:). If you delete it manually, it'll cause a lot of problems. You should always go to Control Panel and "uninstall" it from there.
HERE IS WHAT YOU NEED TO DO:
❶ If you have the older version of Windows Live Messenger, download the installer and run it → if you get a choice to "repair" Windows Live Messenger, then go ahead and repair it → once you've done that, you can uninstall it from Control Panel. If you had the latest Windows Live Messenger, then download that installer and do the same thing.
❷ If that didn't work, then restore your computer to a previous date using "System Restore". Once you've done that, you can re-install the software.
❸ If that doesn't work, then make use of this called "ZapMessenger": http://www.softpedia.com/get/Internet/Chat/Other-Chat-Tools/ZapMessenger.shtml You can even go directly to this point.
❹ Click on "Download binary" and run it: http://blog.eddsn.com/2009/12/windows-live-messenger-uninstaller-v0-01/
❺ Download "Revo Uninstaller Pro". It'll scan your system and remove all the left over files, including the registry keys. You can use the software as a 30-day trial.