Doesn't has anything todo with the MSN protocol though...
And the plugin would only be needed by the person who wants to click on the link*, because the plugin would only alter the way that names are shown, not sent. And this is not possible, not with a plugin, not with an addon, because the names are text-objects, so the plugin would have to change those text-objects into hyperlink-objects which isn't possible...
* So, if you set this as your name: "S7eph4n || http://www.msgplus.net ||" and you wish the link was clickable, then you need to give your contacts the plugin. You don't use the plugin yourself (unless you want to be able to click it also of course)
EDIT: TB striked again
But note that it isn't a plugin or addon, but an actual patch which will change your msn messenger!
/ 
