In Windows 7 Windows Live Messenger is placed in taskbar when minimized. To change this behavior and put the Messenger back to the tray (notification area) you’ll have to run Windows Live Messenger in Windows Vista compatibility mode.
To do so, quit Messenger. Then, find the executable file, msnmsgr.exe (it’s in C:\Program Files\Windows Live\Messenger by default), right-click it, choose Properties, and open the Compatibility tab. Under Compatibility Mode, select “Run this program in compatibility mode for” and then choose Windows Vista from the list. Click OK and restart Messenger.