This error occurs when the msn servers are down.
You can check if the servers are down on the MSN Status page:
Please note this page isnt very accurate.
When you see this the servers are running without any problems
When you start Windows Live Messenger you will get the following error:
Sorry, we were unable to sign you in to the .NET Messenger Service at this time. Please try again later. 80072efd
Error 80072efd solutions
Try these solutions for error 80072efd