In addition to all of the above, the current WiFi capability of the Zunes only allows for connections to other Zune devices or to a network for wireless synchronization/limited Marketplace access. It's unlikely that MS would unlock the WiFi for more than that sort of use.
But like Matt said, wait for the ZuneHD. Considering it's rumored (has it been confirmed yet?) to have WiFi internet capability, I see no reason why it shouldn't be able to run a messenger.
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