Problem with sending and receiving messages

Hi all,

A friend of my and I have some problems with sending and receiving messages
to each other. E.g. when I try to send a message to him then it seems like
the message has been sent (I don't receive the error message "The message
couldn't be delivered) and nothing else happens.
My friend have the same problem with sending messages to me.

We both use Live Messenger 2009 (Build 14.0.8064.206). I use Windows Vista
and my friend either vista or xp depending on which of his comoputers he is
using.

I hope some of you have some ideas to what causes this problem.