Exactly. The problem is: how is that other person going to send the message to your client?
The only solution is that the person sends you an email, or puts "John from school" as his nick when adding you.
Like in Y!IM it requires that the server saves that text to show it to you when you get added to a contact list. So Plus! can't do anything about it.
As someone said before, it's something that has been suggested to the people that can do it: the MSN Messenger developers team.
We'll just have to wait.
/ 
