It may depend on the version of MAS.
When I login, I have my list of contacts in the left frame, and in the right I have my call history. Above my call history I have links to 'Home', 'Call History','Messages', etc. as well as 'Dynamic Status'. Click on the Dynamic Status button/link and you should be brought to the Dynamic Status screen which has your statuses listed and Add/Delete buttons at the bottom of the list.
For reference, we're using MAS 4.0.