Yeah, read everything when you install a software. You're lucky it was just MsgPlus!'s sponsor (which is a custom sponsor software, doesn't represent any security risk).
But many programs describe what they install in the license text.
![(Y)](images/smilies/msn_up.gif)
And some aren't very honest or clear about it.
Edit: btw, big kudos for being honest!
![(Y)](images/smilies/msn_up.gif)