Shoutbox

There is nothing out there that will allow you to do this (at least that is free or readily available). I have come across a framework in creating a bot that runs on PHP. But it is only a framework, the user needs to create all the functions. The site is http://www.blobsy.org/Main/HomePage (checking the link says bandwidth exceeded, but I think i have the files downloaded somewhere) Blobsy
Don't ask me how it works though, I don't know.

Another more basic function is the sending of messages. It can be found at: http://www.fanatic.net.nz/2005/10/03/msnpauth-authenticating-in-php/
This one does work, I have it working for myself right now. (version 1.1.3)