Shoutbox

This has already been discussed. See here Custom name sorting
Contact list sort order

With the docking thing, if i get what you mean, if you click the little two-way arrow thing at the top left of the main msn window to show the title bar of msn, the docking will fit to the edge of the screen. If you have it so that the title bar is hidden, then docking can't go to the edge of the screen.

EDIT: Sorry, get what you mean with the docking thing now. I don't think that's possible.