I take it you are talking about nudges which shake the window and play that sound.
Well, you can do what you are looking for, using
A-patch or
Mess Patch. Make sure you choose the right version for your version of MSN Messenger.
This does patch the MSN Messenger file and this is actually illegal, but it's your chioce.
Also, I think that if you change your status to
busy, you can send nudges with no pause.