I have noticed a strange thing.
When you are starting a conversation by doubleclicking on a floating user you won't get any notification at all.
This is also valid for the "Window Closed Alert" (Notifier.dll).
I have only tried these two alerters and on WindowsXP Pro SP2 English, Messenger 6.2.0137 and Messenger Plus 3.20.100.
I don't know if this is a bug or a feature.
However, my conclusion is that if you don't want the other side to know that you have opened a Convo window, for some reason, then just start it from the floating thingy on your desktop.
Not sure if I should bother Patchou about it thoug...