Be careful though, some people may take offence etc. A less offensive way is to set it to something none too offensive but witty enough so they get the message. "See the away bit? Understand it? That's good, 'cos I'm away". Usually stops people speaking but without offending them. Depends on your mood IMO. Telling someone to "Piss off.", when you've always wanted to, but couldn't. Is a good feeling. Plus, it's easier to get out of if they retaliate.
"Sorry, it was my cousin" is a classic and has saved my ass many-a-time.
Ps: While we're on the subject of MSN. I got another one to add...
- People who have an "emoticon" for every. flipping. letter. of. the. alphabet.
It's worse when the internet is slow. Because they don't load, and all you see is "he o o ho u?"
Translation: "hello lol how you?"