just in case you didn't knew this already
drunkpunk, you might wanna know that you actually do not need any
'display picture stealer' at all...
All the display pictures (DPs) and custom emoticons (CEs) from your contacts which you've seen in a conversation are already on your own computer.
Display picture stealers do nothing more than just copying those DPs and CEs from that cache directory, already on your harddisk, to another location of your choice....
So, you could just copy that entire cache directory yourself with Windows Explorer and it would be the exact same thing.
You might wanna read this very old post (though, it still is correct for today's Windows Live Messenger):
CookieRevised's reply to display pictures