I actually connected my 360 to my computer the other day. It was kind of cool, you can watch videos and view pictures and listen to music that you have on your computer on your TV through the 360. it was very easy to do, and I wasn't even aware of the feature until that same message appeared on my laptop. I don't have Windows Live Messenger, but if you use that apparently you can connect to it through your 360 as well. The only drawback is that I was wanting to listen to music I had on my computer while playing a game, but I couldn't get that part to work.