If ur custom emotes keep disappearing go to C:\Documents and Settings\<username>\Application Data\Microsoft\MSN Messenger.
Now choose the folder corresponding to ur email adress (find out the number at:
http://m00.cx/misc/msgrid.php ) and delete the "CustomEmoticons" folder in it.
Restart MSN and re-add your emotes, manually or with an adder/manager from
http://www.mess.be