You chat chat with your friends on Facebook right from within Windows Live Messenger 2011 (Wave 4) itself. Follows this guide to you combine your Messenger and Facebook contact lists :
1. Browse to http://profile.live.com/Services/Add.aspx?appid=1140906031.
2. Activate the check box Chat with my Facebook friends in Messenger.
3. Scroll down and click Connect with Facebook.
4. Grant Windows Live permission to access Facebook Chat on your behalf.
5. Sign out and back in to Messenger. Your Facebook friends should now appear in the “Facebook” category.