If ur custom emoticons keep disappearing all u can do is get rid of all ur emotes and then add em again: go to C:\Documents and Settings\User\Application Data\Microsoft\MSN Messenger. Where C is your system drive and User is your user name, now choose what you think is the folder corresponding to ur email adress and delete the "CustomEmoticons" folder in it. Then restart MSN and re-add your emoticons, either manually or by using an adder/manager wich can be found at www.mess.be
I dunno wich plugin u mean but if u mean the messenger plus add-on u simpley doubleclick the installationfile (in ur main messenger screen plus will appear in the menu
For other plugins: see if there's a readme included and read that first.
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