My HP H2110 comes out of the box with Pocket MSN, wich includes Microsoft Messenger for WM2005, hotmail and other M$ stuff... I thought that it was for every unit with WM2005. If your PPC don't have it, try looking on the MS site or on the site of your pocket...
I have Pocket MSN on my evil PPC with WM5, but I do not care for it too much.. I do not use IM with that thing anyway.. Besides, I have MSN, ICQ, AIM, Yahoo, and Jabber accounts ..