No you can not use animations such as a dreamscene in a skin (the concept itself is just technically impossible on so many levels).
That's just how it is.
For starters Messenger was never meant to be skinned in the first place. We forcefully do it and its really restrictive. You can't be innovative when you can only work with what already exists in Messenger and nothing more.
So yeah. Whatever you see now is as far as skinning on Messenger 2009 will ever go.
And the XML you say is annoying? You look at any skin system and you will see the pretty much all of them run off a code file (whether it be XML, CSS or some form of custom style file that tells the program where to place graphics).
Even those programs whos skins are made in programs still use code files (you just don't see them because the process is automated). This sort of thing is impossible in Messenger simply because with a new version of Messenger the whole thing would have to be recoded from scratch (which is why updating skins takes ages).
Anyway, whining doesn't inspire. Not in the Messenger world
Just saying stuff is annoying and confusing isn't going to make things easier magically. Things are the way they are for a reason. If people could make it that easy to make a skin then it would have been done from the very start.
Don't take this post negatively
I'm just explaining how stuff is the way it is in my own little way