If you want to add branding to your Windows Messenger 5.0 client, either to add a banner to the client window which can be configured with hyperlinks and banner information, or add up to 32 tabs with optional tooltips to the client there is a document available in Technet online.
There are script and XML samples and registry keys to have a look at which will get you started with your customisation.
This does NOT work for MSN Messenger
[Via Bink.nu]
