indeed... also the fact that you, yourself, need to subscribe the a SMS service (or have your own expensive SMS central server). And even not all countries, or even not all companies for that matter, have such an online service. All this makes that this plugin is almost impossible to make for general use*.
An alternative is creating some workaround were you use the inbuild SMS feature of MSN Messenger (if it is just you who wants to be informed when someone signs in for example). But this requires again a subscription, this time to MSN Mobile. And were it is again possible that your phonecompany doesn't support MSN Mobile...
But this said, if your company is listed and supports MSN Mobile, then you could use this together with MSN Alerts do get exactly what you want (without the need of any plugin and/or application).
Another alternative would be to buy a "smartphone" (eg: Nokia 6600**) and install a program like Agile Messenger. With this you can chat to your MSN Messenger contacts like if you were in front of your PC.
* "for general use" meaning usefull for everybody. This is impossible because as said, not all companies provide an online sms service. But for those who do, you could make something like this. eg: "
I have a new pluggin"
**also on the other brands there are other Messenger programs available of course)
PS: this plugin suggestion was made many times before...
eg:
Req: Notification events sent to MSN mobile
/ 
