if you wanna backup your live messenger use MSN BackUp 1.3.2 you can backup wink/emoticons/display pictures/background yjust need your id from your account and email its backups and restore's its a cool program and its free too its work i use it my self i have lots of wink/emoticons/display pictures/background now and all backup on cd so i don't lost them have fun
http://www.baisoft.it/msnbackup_download.asp