There are several plugins which can do that. However, they all are designed to work with MSN Messenger 6.x. In MSN Messenger 7 some things have changed and thus the method of detecting this has become very hard without showing false positives. In short: they do work perfectly in MSN Messenger 6, but they have many false positives in MSN Messenger 7+.
The two most noticable plugins that can do this are OpenConvo and StuffPlug-NG. OpenConvo is specially made for this purpose and thus has far more options and can be configured much more than StuffPlug-NG.
The complete list with the plugins and addons that can detect these opened/closed conversations can be found here: "
opened/closed window notifiers"
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