Wait... I have set my status to a custom one, and the automessage was not sent when someone talked to me!
And when I typed "/online" to get back online and to remove the custom status, my contact really received "/online", and my status was kept to "away".
I wonder if the problem doesn't only concern the message logs... Maybe Messenger Plus is inactive ? I mean, none of the features seem to work, the only thing is that there IS a "Plus!" menu in my Live Messenger windows, I can use the menus, but the behavior of Windows Live Messenger doesn't seem to be modified by Messenger Plus...
Edit: ok, it seems related to
this post. I'm going to post there...