I recently experienced, that it was impossible for me to receive any offline messages in WLM.
This can be fixed 
Simply follow these steps and you will be able to receive them again:
- Start your WLM client – do not sign in!
- Go into the “Received File” directory by choosing “File” -> “Open Received Files”
- Locate the file MessageLog.xsl and delete it (if its not in the root, then it is properly located in directory with your received messages)
- If you can not locate a file called MessageLog.xsl – the look for the following file MsnMsgr.txt
Now you can sign in and should be able to receive offline messages.