The socket programming might be problem if U haven't programmed with sockets before.. If U haven't then 'I suggest U search for some info about this and check it out...
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You would also have to get the ip of one of the contacts and then send that to the other contact and make that contact connect to the first contact, and then play the game that way...
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But this is not recommed unless U know about socket programming, or maybe it could be a good start for you..
As Choli said, using the notify code is not a good"/professionel" way of doing it, it can be used, but no one recommends that....
I don't know if there is any other way of sending "hidden" messages using MSN Api, it can easily be done using proxy or whatever.. but I haven't experimented so much in using notify in MSN Plus Plugin programming.... So I don't know exactly how it works or how good it works...