Logically, you can't be logged in with one and the same MSN Messenger account simultaneously. So .NET Messenger Service automatically signs off the connected account when it's trying to log in again, be it from the same computer or somewhere else. So if you get disconnected because "you're signed in at another computer" it could mean two things:
1) Somebody logged in with the same account somewhere else. Chances are high this person knows your password and is abusing it. Change your password immediately and try use something only YOU would know.
2) Windows Messenger (or MSN Messenger) automatically signed you in, in the background. Or for example, if MSN Messenger beats Windows Messenger in signing in on startup, Windows Messenger will disconnect you. Go to Windows Messenger, select Tools > Options and click on the Preferences tab. Next uncheck both "Run this Program when Windows starts up" and "Run this Program in the Background" to disable Windows Messenger from interfering.