I'd suggest to use
aMSN to do that. Install it and sign in. Then go to the preferences and in the contact tab (or how it's called, i don't remember). There you'll see the list of your contacts, the list of allowed people, the list of blocked people and the list of people who have you in their lists (ie: the reverse-list) (so you can see there the 4 lists messenger uses). The good thing of aMSN is that you can select a contact from one of the list and there are some buttons to copy/move the contact to another list.
You have to select the contacts of the reverse-list whose background color is green (if i remember well). They're those who can talk with you but they aren't in your list. Then click the button to add then to the contact list (direct-list).
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