Rex - thanks for the good advice. I haven't seen this problem myself, but I'd assume if WLPG or Windows crashed during a write the the database, it could become corrupt. Here is the solution from the link Rex posted. Please note the WLPG 2009's database is called Pictures.pd5
To resolve this problem, you must force Windows Live Photo Gallery to regenerate the database. To do this, follow the steps for your operating system: