Shoutbox

If you are using Windows Live Messenger, you must have Messenger Plus! Live installed, and Plus! Live doesn't have the feature to save custom names anymore.
So you must have renamed your contacts from WLM.

To my knowledge, all renamed contacts are stored in Messenger servers and that's why one can see the renamed contacts from any machine using WLM, so you don't need to "get the files."
.. unless you are talking about different files.