Ok, so I got it working. But what I would like:
Pretty much the same options as Xfire, where you are in the middle of playing a game, you get a toast that flashes up and says "You have a new message from *Name*" or part of the message, and it lasts say 5 seconds, then disappears. You can then press a shortcut to bring up the chat window over the top of the current application where you can then chat. Personally from what I've seen this probably cannot be done, meaning I need to get my MSN plug-in working for xfire, but if it is possible, I would definitely be a user