http://www.stevengould.org/software/cleanup/
above is a small download, that when used will quickly clean out your old cookies and temp files. Even hidden temp files, which helps when my computer lags and doesn't want to connect in messenger.
It is a free download and comes in handy. After you use it you should reboot your computer and try re-connecting to messenger or whichever site your trying to gain access to.
Of course this may not solve your issues but it certainly won't hurt them. Like doc rock has said IM's are having problems and this can also keep things slow.
Good luck.