MP!L (Messenger Plus! Live) is needed to be able to use scripts.
WLM (Windows Live Messenger) is needed to run MP!L
Make sure you have the latest versions of both installed and you'll be all set.
And like Dazzy said, you can then just download them and import it. They will start wrking straight away and if you need help with a particular script you can make a thread about the script in
this section of the forum.
hope this helps.