Can't receive photos

I get the file name in the Received folder, but when I
click on it, it's 0 bytes. Other users can get the same
file and open with no problem. Is it something in my
Messenger settings? Window settings?

I have seen this happen when one or both people (sender / recipient) are
using the Windows XP built-in firewall. The solution was to go into the
sender's (yes the sender's) firewall settings and open up TCP socket ports
6891-6900. Those are the ports used for doing file transfers.

To read up on these ports, bring up Help in Windows Messenger and choose the
"Search" tab.

Enter "firewall" in the keyword field to bring up a list of topics.

Choose the "Connect from behind a firewall" topic.

I suspect you could also see this if you're using a different (software)
firewall or if you're using a hardware firewall that doesn't support
Universal Plug & Play (UPnP).

Please respond with details of your environment if you'd like more specific
help. Such info could include Windows (or MSN) Messenger versions in use at
both ends, whether you have a firewall & what it is, firmware version of
hardware firewall if that's in use...