Halfway November 2003, Microsoft blocked certain characters from being used in your MSN Messenger name, including one that allowed you to create multiline nicknames easily. If you want your nickname to consist of multiple lines, you'll have to download the latest version of the Messenger Plus! addon (http://www.mess.be/pafiledb/pafiledb.php?action=file&id=40).
1) Open a conversation window
2) Type /nick followed by a space and then your desired nickname, using [SHIFT]+[ENTER] to insert line breaks.
3) Press enter and your nickname will change.