1 - There is a thread on how to add a menu to MSN Messenger
How To Hook Msn Messenger In Visual Basic
However hooking the internal workings of WLM requires advanced knowledge and not a task that can really be accomplished in VB
2 - Packet Sniffing? No easier way
3 - Craft a packet and send it in the right structure to the server
As far as giving you code this is a lot of code and requires advanced hooking which VB doesn't have the ability to do... learn C++.