This question belongs in Aftermarket Software.
Moving this thread.
(1) Yes, you can configure it through Profiles.
(2) Yes, you can have a full list! Although I prefer to create separate MSN/AIM accounts with separate smaller lists, because I don't want everybody on my desktop to know my BlackBerry address.
(3) Yes, you can do away messages.
For more info, see my BlackBerry Instant Messaging FAQ: http://www.blackberryforums.com/viewtopic.php?p=25166