Msn has acted as an access point for a while, msn+, an adonn for 6 had some isues with a versin of the adon as well as the usuall; as far as msn is concerned, It should be safe; run virus protection.
Its it important to know that msn messenger is different from windows messenger, you may see both exe runing, you can dissable each one exclusive of the other, you will need to access the registry for windows messenger; probly got flaged as a virus because it is difficult to remove.