Look please refrain from posting in threads where you do not know the correct answer.
This process is long and drawn out so I am not going to give you the exact code however I will tell you it is possible.
You need to basically get the handle of the icons and enumerate through them till you find the one relating to msnmsgr.exe. Once you find that you can (with some code) send NIM_DELETE to the icon and it will be removed.
http://support.microsoft.com/?scid=176085
If you want to see an example of getting the handle of the icons take a look at -dt-'s script to change the tooltip of the icon to include your email and status.
[Release] Email tooltip