Shoutbox

By quick messages you mean your personal message, displayed on the contacts list behind the contact's name?

Any link you add there is already clickable in Messenger 2009. But I assume you want your own text (instead of an URL) to be displayed, which leads to a URL of choice when your contacts click it?

You could make a script to show the text of choice, but you won't be able to fully customize the URL it links to. Like djdannyp says, it will link to a Bing search, the software on your contact's side decides where the link leads to, you can't influence it from your side.