All messenger Plus! options can be saved by going to plus > preferences..at the bottom left you will see a link "save/load"
Don't forget to also make a soundpack of your custom sounds: plus > soundlibrary > add new sounds...export existing sounds
To back up custom emotes etc you can use
Custom Emoticon/Display Picture Backup Wizard (saves custom emotes etc. with original file extension) or
MSN Backup (saves in MCO format).
You can't get any of those back once you formatted..but for next time you can back them up this way and burn those files onto a cd or store them elsewhere
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