MSN Messenger 6 does not have plugin support, MsgPlus actually is a program that is always running, it finds the MSN Messenger window and hacks it(SubClass) then loads in new menus and also hacks the RichTextBox in the chat view detecting characters and converting them (like sounds)
You'd have to have a loop, a class inheriting NativeWindow, and enumerate process calls to search for MSN Messenger, when you find it, give it's hWnd to the NativeWindow and you should be able to edit it. I'm not sure how to attach managed menus to unmanaged windows but since the Managed Menu wraps the Unmanaged Menu APIs it should be possible otherwise use the APIs directly