Thanks to Messenger Slideshow you'll be able to set different pictures
Messenger Slideshow allows you to use a random picture from your images folder, a screenshot from your desktop or the album art of the music you are currently listening as your Messenger picture.
Its interface is simple but effective, so you only have to choose the image you want to show and it will do the rest.
How to install Messenger Slideshow:
Open Windows Live Messenger options and select the Add-ins tab.
Select the file C:Program FilesPmccMessenger SlideshowMessengerSlideshow.AddIn.dll
Configure Messenger Slideshow by clicking on ‘Settings…’
Click Turn on ‘Messenger Slideshow’ and make sure the Windows Media Player ‘Blogging Plugin' is enabled
Power up your Messenger experience.