Oops.
msn messenger plus live 3.6 
 
I must have looked at the 'messenger plus live' bit 
 
Well here's the answer...
quote:
to get your name bold use               ·#
to get your name italic use              ·&
to get your name underlined use       ·@
to get your name striked out use       ·'
Source
But it's still much easier to do it the way it says in the tutorial.