esto funciona para mi en la ultima version del Windows Live Messenger 2011 (Compilación 15.4.3538.0513).
Private Sub Form_Load()
Dim pMessenger As MessengerAPI.Messenger
Dim pContacts As IMessengerContact
Set pMessenger = New MessengerAPI.Messenger
For Each pContacts In pMessenger.MyContacts
Debug.Print pContacts.SigninName
Next
End Sub
saludos.