Yes—Either they can add you (and their ID will appear in your Messenger List), or you can click the + button (Add Contact) in the upper-left corner (under your display image) to add them. In the “Add Contact” window that opens, click the first pull-down menu (the one with the Yahoo! logo), then click the Windows logo to designate that you’re adding a Windows Live™ Messenger user. Then just type their ID and click Add. Action!