I hope you are aware that an interop is a .net assembly that routes calls from a .net application to a COM component. It does not contain the COM component. The COM component must exist on the machine.
In your case I guess the COM component that you are referencing gets installed with windows messenger/live messenger. If it does not exist on the target machine, you'll get the error you are getting.
More on interops
http://msdn.microsoft.com/en-us/library/aa302338.aspx