Yeah but still it does applies to what I say, I mean msn can't store all the emoticons and other content of your contacts when they're offline, also it only stores the ones your contacts have sent to you on the conversations, not all the content they have.
Just think about it you have say 30+ contacts online, imagine if all their content is temporary downloaded to your computer, you would end without disk space and your connection would be crazy downloading all the content.
So still if the I have the CE/DP Stealer 6.0 program gets the content from that folder it only gets the content your contacts did sent on the current conversation windows meaning that you will not get the whole content they have.
Stuffplug content stealer works that way, if you start the msn you don't see content to steal other than the display images of your contacts, and as soon a contact uses a custom emoticon, it does become available to steal
In short you only get the content that got cached on the folder from the current conversations, when you close the WLM all that cache gets deleted automatically.
With the display images is the exception since now you can keep your current display image to be shown whenever you use WLM, since it gets stored on a webserver Microsoft created for that, here is the list of ports and networks used with WLM:
http://support.microsoft.com/kb/927847
it lists the networks and what is each one for.