You can do this with MsgPlus! itself:
Go to the Preferences panel of MsgPlus! > Message Helpers > Quick Texts
ALIAS:
/mysignout (or whatever you want to call it)
MESSAGE:
/nick Signed out: (!D) (!T)
#3#/signout
When you want to sign out, just type "/mysignout" and it'll do what you want.
(If it didn't change your nickname, try changing the
3 for a higher number (up to
9 is allowed, though))
Edit: or use what Matty gave you.
Edit 2: you can also check out the
help on the website.