With great difficulty. VB doesn't offer the developer a lot of options for owner-draw windows.
Owner-draw windows are used to allow the developer to control how a window is drawn onto the screen. In C++, this is easy, as you can define a control with an *_OWNERDRAW style, and then intercept the WM_PAINT (windows)/WM_DRAWITEM (dialogs) message. Plus! uses this technique (all its windows are dialogs); however, Messenger I believe uses a different method, with a markup language called XAML. This is displayed in a DirectUIHWND, as will be shown if you use Spy++ on a Messenger window.
So, you have a couple of options:
1. Find a way to use *_OWNERDRAW styles in VB.
2. Use the DirectUIHWND and XAML.
MSDN should be able to help, as will Google