Instead of contacts moving to a special group when they've send you a message and then gone offline, I think it would be easier to have the MSN Messenger icon in the system tray change to a different icon (one with a message image of some kind). So that way you
always know when someone has left you a message, either if he's online or offline.
And just double clicking on the MSN icon in systray would open the message. If you have multiple people who send you a message, the icon in systray would stay
special, until you've read all of your messages, then it would return to the normal MSN icon.
And to be clear, this feature should be able to be turned on and off. Preferably off by default to not confuse ' newbie's '.
Just my 2 cents..