Shoutbox

Just export your contact list into a file by doing this from your old account:
(Main Messenger window) Contact \ Save Contact List... -> (Select where to save your contact list).

And import the list into your new account:
(Main Messegner window) Contact \ Import Contacts from a File... -> (Select where you save your contact list).

That's all

By the way, you need to re-group your contacts because Messenger does not store grouping information in the contact list file.

Edit: TD beat me to it
Edit: But I beat DragonX to it