Shoutbox

As tittle says, I can't get it on my desktop. The only place I see the little msn dude is by the time in the bottom right corner. Can anyone help me?

Are you trying to get a shortcut on your desktop?

Yes

Navigate to C:\Program Files\Windows Live\Messenger (may be different if you are, for example, using a non-English Windows XP), then right-click on "msnmsgr.exe" and select "Send to..." and there "Desktop (create shortcut)". That will add a shortcut to the desktop.
Another way is to right-click on the desktop, chose "New" and "Shortcut", then browse to the location of "msnmsgr.exe" and create the shortcut.