Windows Live Messenger - Window Stairs

Does anyone notice that on Windows Live Messenger when you open a few contact
windows, they open in stairs of windows so the windows don't open in the same
place each time? I find it very annoying because sometimes the windows open
at top left corner of screen or at bottom right or somewhere in between. I
prefer them to be all in the same place.

Does anyone know how to change this? I can't find any options in the Options.

Hmm - anyone?