The directory you're looking for is the same that holds the configcache.xml (obsolete now):
for XP, Win2k, NT:
\Documents and Settings\<windows accountname>\Application Data\Microsoft\MSN Messenger\<your_MSNID_number>
for 9x (with profiles):
\WINDOWS\Profiles\<windows accountname>\Application Data\Microsoft\MSN Messenger\<your_MSNID_number>
for 9x (without profiles):
\WINDOWS\Application Data\Microsoft\MSN Messenger\<your_MSNID_number>
in short:
%appdata%\Microsoft\MSN Messenger\<your_MSNID_number>
In that directory you'll find some subdirectories:
*
Backgrounds
you'll find all your backgrounds here.
They're named like
TFR<number>.tmp or
TFR<number>.dat
but actually they are just
JPGs or
PNGs with the extension renamed...
*
CustomEmoticons
you'll find all your custom emoticons here.
They're named like
TFR<number>.tmp or
TFR<number>.dat
but actually they are just
PNGs with the extension renamed...
EDIT/UPDATE: ...or
GIFs when they are animated.
*
UserTile
you'll find all your display pictures here.
They're named like
TFR<number>.tmp or
TFR<number>.dat
but actually they are just
PNGs with the extension renamed...
(The renaming: I refered to this a couple of times on the forums already, messenger converts every emoticon or display picture to a PNG... --> also see the threads about animated GIFs in display pictures or custom animated emoticons)
Old thread that mentioned this already:
http://shoutbox.menthix.net/showthread.php?tid=16...d=149381#pid149381
The info about
<your_MSNID_number> can be found again on the forums:
http://shoutbox.menthix.net/showthread.php?tid=15519
http://shoutbox.menthix.net/showthread.php?tid=15...d=132217#pid132217
EDIT: NOTE:
This post was made back in the time when Windows Live Messenger didn't existed yet. The location of the object storage has changed, although in general the principle about the stuff listed here stays the same...
edit: updated url to new host link
/ 
