Hello Compact!
First of all, you want to make a addon in VB6, which I don't personally recommend, because you can't do as much as you can in C/C++. VB6 is also a more unstable programming language (especially the IDE).
To add a menu-item to Messengers menus, you can use the FindWindow API to get the Messenger window handle. Then you use the GetMenu API to get that window's menu. Then you use AppendMenu API to add a menu item.
The points 2 and 3 can easiest be done with a winsock hook. There are many samples floating around the net, not for VB6 though. I've searched some and I can't find anything. But you can download very many C++ samples at www.pscode.com, so you can learn some also.
If you'd like to start making addons check out www.fanatic.net.nz, it's a site about making Messenger addons.
I've made a sample addon I called it "MessengerMinus", you can download source code at
http://forums.fanatic.net.nz/index.php?showtopic=14820. It doesn't have the features you asked for, but you can use it freely and just add more features.
vikke
Edit: Damn, Matty posted before
. That sample was written for www.mess.be I think
, anyways it's a lot easier in C++.
/ 
