Shoutbox

Not a very important one, but when making an screenshot of only the active window (the conversation one, using alt+prt screen), it also appears a bit of the other windows in the background, kinda strange... xD

I think I know what you mean: it's a WLM thing, a limitation that's existed since Messenger 6. It's due to the way the window is drawn to the screen: it's actually bigger than it appears, due to the invisible window frame.