1. Sign in into your Windows Live ID and proceed
2. In the bottom right of the live messenger window you will see option Add
3. Just click on Add and choose Facebook
4. Once you click to connect facebook, it will run a wizard in which it will ask several options related to facebook
5. Next click the button Connect with Facebook
6. A new window will open up and asking you for Facebook user name and password
7. Once you have verified your connection to your Facebook profile, you will see your Facebook friends in your friend list in Windows Live Messenger.
8. You can start chatting with them and can interact with them using Live Messenger interface