Basically, you can edit your display name for MSN so that it also shows your custom status messages. To edit your display name, go to Adium Preferences>Accounts, then edit your MSN account. Click the Personal tab, and edit the display name to include this script "%_sMoneLine".

For example, I could enter this:
stalefries %_sMoneLine

Then, all my MSN contacts would see my display name as:
stalefries - I'm eating delicious pizza

Wow, thank you so much. I was thinking of doing some sort of Applescript hack to do this, but this is much better! Thanks!