When I log out of my user account on Win 98 and log on the another one, Messenger Plus won't auto-startup and i have to manually open it first. and that's really getting annoying.

That's because Messenger Plus! is proberly not listed in the startup section of your registry for all users.

Go to the registry and navigate to:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run

There, in the right window, add a new stringvalue entry.
Name it: MessengerPlus3
And as value: "C:\Program Files\Messenger Plus! 3\MsgPlus.exe"
(make sure the path is correct though and don't forget the ")

Tyvm