When somebody changes their status on msn to "away" even though it is obvious that they are still there. Indications include changing of display name, personal message, or display picture. Sometimes they refuse to talk to people and pretend that they are "away".
Person1: hey man whats up?
Person1: dude u there?
Person2: *changes display name*
Person1: hey, quit playing sheep away and talk to me like a man!
Guy1: "Hey, did you talk to your girlfriend last night on msn about the party?"
Guy2: "I tried to talk to her but she was playing Sheep Away."
Guy1: "Tight for her!"