Guys and girls, no need to get all complicated, just use this nice little utility:
http://concon.110mb.com/index.html
ConCon Messenger Content Retriever
It has all you need, you can backup easily your Custom Emoticons, Backgrounds, Dynamic Backgrounds, Display Pictures, Dynamic Display Pictures and Winks saving them as comfy .mco packages you will later can install on another computer (obviously first installing the ConCon on the other computer as well) with this same program it has a restore option that will use the mco files you created and install them like if you just downloaded content for the msn, you know like when you get a new wink from the web and such.
For the scenes you can manually save them in their natural .png or .jpg extensions and install them manually on the other computer.
This utility is also perfect when you need to backup your content if you have to format your computer, in that way you just install the msn again and just use this utility to restore your backup and presto! in just seconds you will have all your icons and winks like they were before you had to format your computer or easily use them on several computers where you have your msn account
Now as a bonus I'll leave you this nice gift:
http://concon.110mb.com/enmcoedit.html
ConCon MCO Editor, edit and make your own content pack. You can only add static contents from files (emoticons, backgrounds, display pictures). However,using ConCon Messenger Content Retriever you can make an MCO containing your dynamic contents (winks, deluxe display pictures, dynamic backgrounds).
So you can install several custom content at once (very useful for emoticons)
So now there's no excuse to be unable to save your content and use it on another computer with this nice utilities.