Of course they are! You can find it in the INTERFACE-1 resource. I don't know how MessengerPlus!'s skinning engine works, but you can change the resources using a normal resource editor like resourcehacker (google it). 
Here's is the XML tag which describes the floating contacts window:
code:
    <Window Id="FloatingNickname" Version="1">
        <Attributes>
            <Caption>Floating Desktop Contact Nickname</Caption>
        </Attributes>
        <TitleBar>
            <AllowMinimize>false</AllowMinimize>
            <Title>
                <Prefix>Full</Prefix>
                <Text/>
            </Title>
        </TitleBar>
        <Position Width="225" Height="103" InitialPos="Normal"/>
        <DialogTmpl>
            <BottomBar Style="None">
                <RightControls>
                    <Control xsi:type="ButtonControl" Id="BtnOk">
                        <Position Top="0" Width="50" Left="0"/>
                        <Attributes>
                            <IsDefault>true</IsDefault>
                        </Attributes>
                        <Caption>&OK</Caption>
                    </Control>
                    <Control xsi:type="ButtonControl" Id="BtnCancel">
                        <Position Top="0" Width="50" Left="0"/>
                        <Caption>&Cancel</Caption>
                    </Control>
                </RightControls>
            </BottomBar>
        </DialogTmpl>
        <Elements>
            <Element xsi:type="ImageElement" Id="ImgTitle">
                <Position Top="8" Left="7"/>
                <Image>
                    <Name>buddy-floatingnickname</Name>
                </Image>
            </Element>
        </Elements>
        <Controls>
            <Control xsi:type="StaticControl" Id="LblTop">
                <Position Top="8" Width="175" Left="29" Height="20"/>
                <Transparency>160</Transparency>
                <Caption>You can set a special nickname for this contact that will only be used in the floating desktop window.</Caption>
            </Control>
            <Control xsi:type="StaticControl" Id="LblNickname">
                <Position Top="35" Width="72" Left="7"/>
                <Attributes>
                    <AutoAdjustWidth>true</AutoAdjustWidth>
                </Attributes>
                <Caption>Contact's nickname /Caption>
/Caption>
            </Control>
            <Control xsi:type="EditControl" Id="EdtNickname">
                <Position Top="33" Width="127" Left="81">
                    <TranslationAdjust>
                        <StaticCtrlIDLeft>LblNickname</StaticCtrlIDLeft>
                    </TranslationAdjust>
                </Position>
            </Control>
        </Controls>
    </Window>    
You can modify the values in order to remove paddings, and make it more compact.
Hope that's it ! 
