I use SnagIt (screen capture program)
http://www.techsmith.com all the time. They just added support for MSN Messenger.
"SnagIt now extends its output options to the growing world of instant messaging. Share your captures faster by instantly taking a screen capture and sending it to your buddies in Microsoft MSN Messenger or Windows Messenger."
However it doesn't work with Plus! installed. Would it be possible to get Plus! to work along with SnagIt?