If you are using Internet Explorer 8 and see the following note when trying to add emoticons from Windows Live Gallery to Messenger: “This feature is only available in Internet Explorer 6.0 and higher.”, try this tip to get the import working again.
Adding emoticons from the Windows Live Gallery to Messenger should now work again.
Source: http://messengermaximal.spaces.live.com/Blog/cns!40F43EC9BA81D814!7322.entry