The difficulty that you have described may be due to a firewall. Please remember that if you or your contact is behind a firewall, you cannot have voice conversation or send files. You can only do this with contacts behind the same firewall as you are.
The appropriate ports must be opened in a firewall for file transfer and voice or phone-based chat sessions to work. File transfer uses 6891-6900, and voice uses 6901. Messenger still uses port 1863 to talk to the servers.
Note: For example, port 6901 needs to be opened for both TCP and UDP connections. Opening port 6891 for outgoing TCP only enables file transfer in one (incoming) direction. More ports need to be opened than just 6901 for voice packets to be successfully carried over the network. For more information, please see the Guide for Network Administrators section in the online Messenger Help file.