That dialogue box only appears when you first add someone to
your MSN account. The only way for you to change a person's ability
to see you online AFTER you have added him is to block him.
In all eight cases, I've been chatting with them on MSN for some
time. It was only months later when I realise that I haven't seen
them online in a long, long time. So that's why I created a clone
account on Windows Messenger.
If they appear Online on my clone account (on Windows Messenger)
while appearing Offline on my main account (on Windows Live
Messenger), then that means that they've blocked me.
Pretty sneaky of me, I know.... but I really don't know what I said
or did to make them block me. 
