Unzip into the Docklets folder under your ObjectDock directory.

This is my 1st attempt at an MSN Messenger Docklet so it looks like that of a mac.

I just replaced the icons of an existing docklet

Double-click to open MSN Messenger.
Right-click to show menu.

Dont forget to change the icon on the right of the doc that shows your chat window.
I have included an icon in the icons folder that specific purpose

Enjoy