You need to manually add the registry value:
http://www.msgplus.net/help_registry.php
Key: HKCU\Software\Patchou\MsgPlus2 -> DelayedSignin
Type/Value: DWORD (0 or 1)
Description: You can use this setting to make Messenger automatically sign-in after the specified delay (expressed in seconds). Set the value to 0 to disable the feature. To use this feature, you must disable the auto-signin option of Messenger.