It would help if you told us:-
- If you have Messenger Plus! or Messenger Plus! Live, and what version (by going to Plus! > About Messenger Plus!)
- What Messenger you have (MSN Messenger or Windows Live Messenger) and what version (by going to Help > About Messenger).
If you have MSN Messenger with Messenger Plus!, you can read
this tutorial which tells you how to do it.
If you have Windows Live Messenger with Messenger Plus! Live, you simply go to Personal Settings and click the Format Codes button and choose the colour you want:
or ask your contacts?
Hope that helps you out a bit.