This has been asked multiple times, please
search the forums first!
To answer your question, this is not possible with Plus! Live. StuffPlug 2 used to have this feature (under the name of "let Messenger use my default browser") and it will also be included in 3rd next version for Windows Live Messenger, which will be released
"soon" (Anders said it won't be released this month yet, but maybe in January '07?)
Well, I think the best thing you can do is just bookmark your Hotmail in your favourite browser and use that one. And if you don't want to, you just have to wait!