Although this feature is not in Messenger Plus! already, you could use a plug-in to do this already, which could also be seen as enhancement
The idea is to use a plug-in that saves your status when you sign off, and after you sign in again, it quickly changes your status to the one you had. Now, if you would make the file that keeps your status read-only, it would always change your status to a certain status
I attached the plug-in (made by DJMystic) to this post. Now, place the DLL file in your plug-ins folder, most likely C:\Program Files\Messenger Plus! 3\Plugins. Then close and reopen MSN Messenger. Change your status to the one you'd always like (i.e. Away) and sign off. Now, a file named OldStatus.dat should appear in the plug-ins directory.
Right click that file, and make it read-only. Now, if you should sign in to MSN Messenger, it should change your status to Away right away
/ 
Attachment: 
