Ok I finally setup my connection and I got internet access in Slackware!!
But I use VPN connection with proxy. I configured my firefox and is working fine obviously. Also I configured the proxy (settings - internet&network - proxy) with the proxy address and port. I opened Kopete I selected the msn profile I entered my hotmail email address and my password and i tried to connect. After 2 mins I got the error message: operation is not supported! Do I have to make any farther configurations with the proxies in Kopete?
Also I tried the Pidgin internet messenger. It has proxy settings configuration and is working fine but I prefer the Kopete!