Connection to .NET Msgr Svc

I keep getting Error: 80070002. When I check "Connections" in Options I'm
told "you are not connected to .NET Messenger Service. You are connected to
the Internet thru wired connection". I've searched Error: 80070002 with no
success. I checked Add-ons in Internet options of IE7 and noticed WLM used a
dll (MSGSC8~1). I searched my hard drive for this dll and nothing was found.
I've tried to repair WLM thru Add/Remove programs and that didn't help. I
have Win XP Home SP3 and using Trend Micro Internet Security 2007 both with
latest updates. I have uninstalled, cleaned registry with RegCure and
re-installed to no avail. Anyone got any ideas?