appear ofline can be achieved via MSN Proxy, A very useful tool.
MSN Proxy can be found here
http://sourceforge.net/projects/msnproxy/
It Configures your proxy settings to access messenger for you, from the program you can choose which status you would like to have and some other plugins
Also this can be used with lopardos, Apploader
(which is another brilliant tool!)
Apploader and other tools can be found here
http://360software.dakotabcn.net/
hope this clears up this forever!
*EDIT*
To check your contacts, and possibly speed up msn messenger you can use norooms list cleaner
Norooms list cleaner can be found here
http://www.mess.be/pafiledb/pafiledb.php?action=download&id=506
this tool checks Your and Your contacts 'contact lists' to see if they/you are on them, it also presents you with the option of removing the certain people from your contact list who do not appear in your contact list are in your block list or you are not in their list