Shoutbox

Given the fact that Spotify is a media player which can share/stream the music it is playing, the OP wants to click on the "listening to"-link of a contact so that the OP can listen to that song too...

This is not possible simply because of the fact that Plus! scripts can not detect on which contact's "listening to"-link the user clicks.

Also, as far as I can (very quickly) spot in the tuts of Spotify: the person who wants to share/stream music needs to give the 'audiance' an URL with an unique id for the track/album he wants to share. This URL is unique to not only the track/album, but also to this person.

Thus:
a) Given that you can not know (without explicitly asking) what scripts and programs the contact is running...

b) Even if the contact happens to be running Spotify, you need to know that particular song/album URL, unique for that contact. Again you can't know this without explicitly asking.

c) The contact also needs to be running some plugin for Spotify which enables WLM to show the songs which are playing in Spotify (instead of Windows Media Player).
although, in that case, one could include that unique track/album id in the song title to solve the above points. But this unique ID is relative long (eg: http://open.spotify.com/track/4xyeDA2F9xcAtru8tzDkDP), which makes that you don't have a lot of space left for the actual album/song/artist names in the "listening-to" field.

Either way, it would still be impossible to detect a click on a "listening to"-link in the contactlist. You need a command/menu for that, invoked from a conversation window.

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Makes me wonder how legal Spotify actually is. In many countries it is not allowed to share music with other people in public without paying royalties.