Shoutbox

First, you need Messenger Plus! Live. I'm assuming you have it already.

Then, download the script by clicking Save and double clicking the file, or click Run.

Either way, you should be presented with an "Import Script" window. Tick the box and click ok to import it.

That's all there is too it, it runs in the background.

If you want to remove it later, goto the Plus! menu, select preferences and navigate to scripts  (on the left). Instructions from there should be fairly simple