BF2 and BF1942 have multiple issues at this point of time. And anyways, there is a huge performance hit while running current FPS games on vista. I would suggest holding off on gaming until atleast RC2 is released (which should be sometime this month).
As far as Windows live messenger is concerned, it should not have any issues. I have tested it on many builds of vista and it works fine on all of them.
It would be easier to diagnose the issue with windows messenger if you could provide the error message and the build of vista.