Probably the easiest way to turn the handwrite capabilities on is downloading Microsoft Journal Viewer version 1.5. Make sure that you sign out and exit Messenger before you run the Setup program. The installation installs the Journal Viewer program and the "Ink" the handwrite feature of Messenger requires. Note that the Journal Viewer has a security issue (KB886179) and it is recommended to download the security update for the Viewer and install it as well.
Microsoft Windows Journal Viewer: http://g.msn.com/2meen_us/2_4371096_01?FamilyID=fad44098-8b73-4e06-96d4-d1eb70eacb44
Security Update for Windows Journal Viewer: http://g.msn.com/2meen_us/2_4371096_02?FamilyID=dbf1ea4e-72bd-4359-9f93-7c232ed2dcd3
MSN Messenger Beta: http://messenger.msn.com/beta/