Do a basic search on these forums and you'll find tons of information....
If you want to appear "offline" when you sign in into Messenger you can use one of the following things:
A Proxy
With
MSN Proxy you can select your initial status when signing in (offline, away, etc...)
Plus! is not needed for this to work.
More info and download:
http://sourceforge.net/projects/msnproxy
MSN Proxy forums:
http://msnproxy.sourceforge.net/forums/
(Does not work in MSN Messenger 7.x)
An Addon
Messenger Discovery is an addon for MSN Messenger which let you do lots of stuff (although it has been reported to be very buggy). One of the things is to sign in with any status, thus including "appear offline".
It functions as a proxy between MSN Messenger and the internet, thus it works in a similar way as MSN Proxy.
Plus! is not needed for this to work.
More info and download:
http://www.messengerdiscovery.com/
A Plus! Plugin
DJMystic created a plugin for Messenger Plus! called
StatusSaver.
It saves whatever status you're in. So, whenever you restart messenger your online status is changed in an instant to the saved one;
Your contacts will still see you coming online, but in a flash your status is changed to your last used status (from when you signed out).
If you want it to startup with the same status each time regardless of how you left it the last time then make the file "Oldstatus.dat", which you'll find in your plugins-folder, read-only after you've changed to the status of your choice.
It needs Messenger Plus! to work.
You can download it here:
http://shoutbox.menthix.net/attachment.php?tid=20188&pid=187701.
(simply put the dll into your plugins folder)
A Loader (personal recommendation !!!)
Jnrz7 created a loader called
JnrzLoader.
It is a memory patcher/editor for MSN Messenger. It will load MSN Messenger into memory and will modify some of its internal commands by changing some bytes inside its memory space, then it will quit itself. With it you can open as many MSN Messenger's instances as you like (polygamy) and you will be signed in with the "Appear Offline" status also.
So, it just loads MSN Messenger and then quits itself, so there won't be an extra program running if you use this.
Plus! is not needed for the loader to work.
More Info and download:
http://www.jnrzsystems.tk/
(make sure you download the correct version for your MSN Messenger!!!)
Note: If the websites is down, you can find the Universal JnrzLoader also on
http://www.mess.be/. More specifically here:
Universal JnrzLoader (for MSN Messenger 6.2.0205 and up)
A Patch
Nega Patch is one of the patches which will alter your MSN Messenger executable file so that it signs in "Appear Offline". If you wanna use this you must be 100% sure that you have the correct patch for the correct MSN Messenger version. Even then, if your Messenger is skinned it is possible that the patch will screw up your Messenger.
But beware: The method used by Nega Patch can be called "dodgy" as it swaps the online and offline status physically. Although it works (almost) fine if you don't use any other addon/plugin, this can *beep* up the process of other addons/plugins. And for this same reason, it is also strongly recommended that you disable the idle timeout function of Messenger itself, otherwise Nega Patch will cause Messenger to close all active windows and switch you to appear offline when you return from being idle....
More Info and download:
http://msn.d1f.org/index.html
(always make a backup of your MSN Messenger before applying any patch)
Update: The Nega patch website has been closed as the creator believes it is of no use anymore since msn messenger 7 has the option to sign in with "appear offline". Yet, he forgets that still many people use msn messenger 6.2 these days 
I personally wouldn't recommend the patch anyways (for above reasons) but if you still want it, you probably can find it on http://www.mess.be.
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Note: the programs described above have also some other features, if you want to know more, follow the links...
Note: in MSN Messenger 7.x this feature will be build in. You will be able to choose your signin status. Although, when you're signing in automatically, you still will be signed in 'online'.
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