Using the current Messenger GUI framework, you cannot develop a Windows window, but you can make it look like one. But it will never be a genuine window. For example if you change theme color or something, the Messenger windows will still look the same.
MSN Messenger 2 doesn't use UIFILEs (as far as I know), so you cannot view them, or port them over.
Mattike: What editor did you use? You might've used an editor which couldn't read the line breaks.