it can't be done with messenger plus! because it requires messing with the protocol, but....
this is from the msn messenger chat with the team to develops it the other day.
quote:
Roger (Expert):
Q: When people add me as a contact, I'd like to see a personalized note. I usually don't recognize just an email address. Just a sentence, like "Hey, it's Mary, we met last night." That text would stay with the contact incase I forget why I added them.
A: Well, we actually considered this situation just two weeks ago! People sometimes don't send Friends and Family mail when adding their buddy...so we have come up with an idea to help make this easier (tho' not as involved as your suggestion...which we also considered). Stay tuned...
complete transcript
here
edit: oh you meant it that way, well you could also use the add note feature by going to Messenger Plus! Extras > Contact Information. From there you can add notes.