I don't use MSN messenger but Once you install the Messenger Plus Extension it'll add another tab to MSN Messenger's interface. This is where you'll be able to access and tweak all of your new features. Here are some of those features:
Transparency -- Make Messenger transparent so you can faintly see your desktop through the chat window.
Turn off MSN ads -- Bye-bye banner ad. Perhaps the best feature is the ability to get rid of that annoying ad at the bottom of the Messenger interface.
I'm sure you could hack it some other way but this works...