No, but you
can make a script that makes your Messenger act like a bot. See examples here:
http://www.msgpluslive.net/scripts/browse/16/Bots-and-Autotalkers/ .
I just took a look at
http://www.alicebot.org/aiml.html and it seems interesting. It's an open standard for chat robots in general... turning it in a Plus! scripts it could become a easy way to build your own bot.
EDIT: http://www.alicebot.org/downloads/ has .Net and C++ interpreters, I guess it should be do-able to implement one of those for a Plus! scripter.