MSN doesn't really run on Linux. If you're looking for an MSN Messenger client, check out GAIM. While it *looks* like an AOL IM client, it will do Messenger right now. Take note, Yahoo, AOL and MSN mess with their software every few months, breaking other clients. Be prepared to upgrade every so often.
Also check out "amsn" (google search) for MSN Messenger. It's a direct look-alike to the windows MSN messenger. Good stuff.