I figured it out for my daughter's problem. Messenger 7 accesses
www.live.com to actually do the login. Somehow, if parental controls are
active with automatic web site restrictions, this prevents Messenger 7 to
sign in your account. If you add "www.live.com" and "login.live.com" to the
authorized sites, Messenger 7 logs in without problems.
Hope this helps other people.
Take care.