Shoutbox

This is in the wrong section, because it's nothing to do with Messenger Plus, but the avatars you're talking about are animated gifs.

if you want one of these as your avatar on the forums then either find one online (i suggest you start here) or make one yourself if you know how.

if you mean that you want one as your display picture on WLM then this is not yet possible, but will be once WLM 9 is released (scheduled for early 2009)