Luckily you might force Messenger to work the way you are expecting with a simple tweak.
You then need to go to the start menu and find the program.
In this case its Start, All Programs, Windows Live, Windows Live Messenger.
From here we are going to utilize the lovely Windows 7 right-click and select Properties.
Then hit the compatibility tab on the right.
Then check the Run this program in compatibility mode box, choose Windows Vista, and click apply.
When you reopen the program it will still display itself in the taskbar as it did before.
