I found this in a few different places around the 'net - hopefully it's helpful:
Receive Windows Messenger Messages and Alerts on Your Mobile Device
This article describes how to configure a wireless or mobile device to receive instant messages from your online contacts in Windows Messenger. The devices that this article applies to include Web-enabled cellular phones, pagers, Microsoft Windows CE-based devices, and Palm OS-based devices.
To receive instant messages from Windows Messenger on your mobile device, you must install MSN Add-In for Windows Messenger and set up an MSN Mobile account.
Creating an MSN Mobile Account
- On the Tools menu, click Options.
- On the Phone tab, click Mobile Settings.
This action opens a Web page where you can sign up. You can also click the free sign-up option at the following MSN Web site:
http://mobile.msn.com
Receiving Messages on Your Mobile Device from an Online Contact
- On the Tools menu, click Options.
- On the Phone tab, under Mobile Device, click to select the check box for Allow people on my contact list to send instant messages to my mobile device.
Note that there is currently no way for you to receive e-mail alerts if you use an e-mail account other than Hotmail.
Sending a Message to a Mobile Device
- Right-click the contact that you want to page, and then click Send a Message to a Mobile Device.
- Under Callback Number, click the phone number where you can be reached. You need to have published your phone numbers to your contacts so you can choose a phone number from this menu.
- Type your message, and then click Send.
The message, your e-mail address, and the phone number where you can be reached are sent to your contact's mobile device. You might receive an instant message back if your contact's mobile device allows for response.
If your contact's mobile device is not turned on, your message might not arrive or might be delayed. Your contact might not see your e-mail address or phone number if your contact's mobile device does not allow display of that information or if the settings on the device cause messages to be cut off after a certain number of characters.
Setting Up and Configuring Alerts
- Go to the following Microsoft Web site: http://alerts.microsoft.com/
- A "Welcome to Microsoft .NET Alerts" Web page opens.
- Sign in by using your Passport.
- Click Sign up for Microsoft .NET Alerts.
- On the General Settings Page, specify where you want your .NET Alerts to be delivered. You can specify any of the following locations:
Your computer, using Windows Messenger
Your mobile device
Your e-mail inbox - Click Choose .NET Alerts providers.
- Click a name or logo to set up or to change alerts from that provider. Providers to choose from are:
MSN Money
MSN Calendar
MSN Carpoint
MSN Music
eBay
FYE
uBid Online Auctions
McAfee.com
Go to the provider that you choose, and follow the instructions for setting up or changing .NET Alerts for that provider. Receiving an Alert When Someone Adds You to a Contact List
- On the Tools menu, click Options.
- On the Privacy tab, click to select the check box for Alert me when other users add me to their contact lists.
If you refuse to allow someone to add you, you have added that person to your block list. You will always appear to be offline to that person.
Changing the Sounds for Windows Messenger Events
- On the Tools menu, click Options.
- On the Preferences tab, under Alerts, click Sounds, and then click the Sounds tab.
- Under Program events, scroll down to the Windows Messenger sound scheme.
- Click the sound that you want to change, and then, from the sounds that are available on your computer, click a new sound, and then click OK.
- If you want to select additional sounds, click Browse. By default, the Media folder opens to allow you to search for additional .wav files. If the Windows Plus! Pack is installed, there is a wide choice of sounds.
Turning Off Alerts
- On the Tools menu, click Options.
- In the Options dialog box, click the Preferences tab, and then do one of the following:
For sign-in alerts: Click to clear the check box for Display alerts near the taskbar when contacts come online.
For instant message alerts: Click to clear the check box for Display alerts near the taskbar when an instant message is received. You still receive instant messages in the taskbar, but you do not receive the large, square message alert.
For e-mail alerts: Click to clear the check box for Display alerts near the taskbar when mail is received.
To temporarily turn off other kinds of alerts, go to the following Microsoft .NET Alerts Web site: http://alerts.microsoft.com
To permanently cancel a specific alert, go to the site of the provider of that alert.
For additional online help, visit the following MSN Web site: http://messenger.msn.com/support/helphome.asp