The simple answer is: no
Old skins cannot be used on Windows Live Messenger 2009, they would have to be completely re-written.
So far there are only a handful of compatible skins for WLM 2009, the majority of which simply provide options for customisation, rather than actually changing the look of Messenger.
As time goes on, more skins will be released that are compatible with WLM 2009.
So basically either wait patiently, or create your own