Assuming you've performed the usual security scans and they've come up clean, and that you've ensured no one else has your password, those notifications are likely fictitious. Some spammers/scammers will simply start contacting everyone from A to Z and attempt to get you to respond, sending you anything from invites to complaints, sometimes attempting to make it look like a bounced e-mail notification or other official notification from a service provider. If you don't use WLM you can simply uninstall it (while leaving the rest of the Windows Live apps alone), or you can restrict contact to those in your address book to put an end to the unsolicited IMs.
My notebook uses Vista. I was having problems with it and uninstalled msn messenger. Since I installed windows live it a few days ago whenever I am signed into hotmail or yahoo I am told I am sending emails that are directing people to view my webcam(don't have one)or to other sites. My husband and I have been recieving lots of these on our main computer on msn chat. Can anyone tell me how to stop my messenger from sending them and from recieving them.