Run "regedit", browse to HKEY_CURRENT_USER > Software > Microsoft > MSNMessenger > PerPassortSettings > (One of the folders with more folders may be your) > EmoticonsMRUList (I'm not sure, it's a while since last time I did it, so it may not work. It may be PinList instead ) > CurrentEntries, then change the value, to 0.
I can't guarantee that it will work, but I did something familiar, and it worked, but it's a while ago.
EDIT: Forgot the two first roots.