Shoutbox

Hello there :3
A nice option for beginners like you (no offense) is to start using Open Live.

http://www.msgpluslive.net/skins/resources/tut-Open-Live/

It's a skin. Actually, it's just like the messenger you know, but as a skin. it contains many folders, many pictures, pretty big style and definition files, along with the SkinInfo.xml. In that xml, you can find the contact list background somewhere in the form of ARGB, A = Alpha = Transparancy. With rgb, you can set a color.

Changing the background that goes over the whole messenger will be slightly easier, it's a picture located in one of the folders.

Remember, it's just an easy way of learning some stuff about skinning. If you're planning to release a skin based on Open Live, leave the credits in it.

Hope I helped you

Important: beginners must always start with the official documentation, especially the first couple of sections, to get a grip of what skins are and how they are created.