For the Messenger Plus! Sounds, the best way would be to export them all into a soundpack, and then re-import it into your sound library after formatting. Simply copying the .dat files will not work, as certain information needs to be added into the registry.
However, if you do only copy the .dat files, then after the format you can use Messenger Plus! Sound Libary Fixer to re-import them back into your sound library.
All your current Messenger Plus! Live settings can be saved through the preferences.
As for emoticons etc, see
here
Edit: added more detail