Can not communicate with contacts.

I have a friend that I talk with all the time via instant messenger. We like
using Window Live Messenger, but lately in my WLM window it show him as
offline even thou he is online at the time. We do not seem to be able to send
messages to each other via Windows Live Messenger. We can however talk if I
am on Yahoo Messenger and he is on Window Live Messenger. So, I know that he
is on line and that he has me as a contact, but can not send me a message via
Windows Live Messenger to my Windows Live Messenger. Only to my Yahoo
Messenger. Is there anyone out there that can tell me how to fix this
problem? I very much want to use WLM.