First are you using MSN Messenger or Windows Live Messenger? To colour your nickname using MSN Messenger:
1. Open a chat window and type "/nick ".
2. Leave a space, then hold CTRL and press the K key. This will open a box of colours and choose the colour you want your screen name to be.
3. Press CTRL + R to make your screen name Bold, Italic, Underlined or Striked.
4. If you want your screen name to have a background click on the Messenger Plus icon and click "Insert a background colour tag" and choose the colour you want your background to be. You can add multiple colors and text styles anywhere in your name, just use Ctrl+K or Ctrl+R at the place where you want to start the color or style.
5. Press Enter and if you followed this tutorial correctly you should have a coloured screen name.
For Messenger Plus Live:
In the WLM settings (Tool>Options>Display Name) you'll find a new button that allows you to add colors and other style to your nickname.
To get Mulitple nudges for MSN Messenger and WLM either get A-Patch [
http://www.apatch.org ] or get Mess Patch from [
http://www.mess.be/pafiledb/pafiledb.php?action=search ] downloads and download the one for your version of Messenger. And while choosing options tick unlimited nudges.