Until Yahoo and AOL adopt the use of .NET Passport accounts (which I doubt will be anytime soon), there isn't going to be any way to use multiple instant messaging programs through Windows Messenger/MSN Messenger. However, you can download programs like Trillian, GAIM, etc. which will connect to the three IM servers, as well as ICQ, IRC (GAIM), etc. and compile the contact lists in one long list organized by IM program.
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