Okay, thanks madman66, I'll try the MSNProxy solution. I've tried the StatusSaver before but it will first log you in, and then off.
MSNProxy seems to be the proper solution.
I also found a registrytweak "ResetNameTag" that will keep my text after the Screenname. I used the excellent program from Carlos Domingo Más.
Only thing left now to solve is a way to keep my personal message.
Thanks for the tip.
EDIT: Hmm... I have recieved 3 emails about answers to my post, but non of them are here, What's wrong?
EDIT2: Had to remove MSNProxy coz' it screwed up some things here. No DP and no Webcam, both disappeared.
I also had to change the regstring "ResetNameTag" because it added the customtag every time I got logged on/off. When I came home today it looked like this:
<username> {message} {message} {message} {message} {message} {message} {message}
Weird that it should be that hard to do a simple thing