Hmm, well, the link does not work for me, but i'm guessing it is like a messenger where you can have AIM, Yahoo & MSN signed on all at the same time. If so, I use the same thing, it's called Trillian Messanger. You can get it for free at http://trillian.cc/ The Basic version is free, but the pro version cost money. But just to tell you, the pro version is A LOT better.
No, shoot messenger stops Windows Messenger. You ask why would someone want to do this or whats the point. Well, Windows Messenger can act stupid and launch when you start a mail program or things like that... So this program stops it from doing that.