Well what u can do for that is block everyone that u dont want to see u online and thus u can chat with everyone that u see online
U cant chat with ppl when ur offline / appear offline due to msn protocol. It just doesnt allow it afaik.
What u can do is 1st sign in as offline.
2nd block everyone whom u dont want seeing u online
3rd change status to online
4th chat with users u havent blocked
5th unblock everyone u had blocked in step 1 when ur done
I guess this is an idea in ur way