Why does my Messenger icon keeps disappearing from my Taskbar?

I have been using Live email for about 2 months now and only use Messenger so I am alerted to new email. This morning I logged into Windows Messenger from the taskbar, it logged me in, alerted me to my emails but when I clicked on it it vanished from the screen and from the taskbar. I went into Start menu and clicked on Messenger, logged on, it alerted me to my emails, then vanished etc etc. So I went into my email page via www.live.co.uk and it tells me I am logged onto Meseenger and listed some friends that were also logged on, but I cant get the Messenger screen/list up? I havent changed any settings - and have stried to click onto the menu to look at my settings but Messenger justs vanished!

Any help would be good - I'm not great with computers though :-(

Thanks