when I was running FC2, i got it running by just unzipping the tar file into /usr/local/msn
worked fine for me.
to make a shortcut to it, just point to /usr/local/msn/amsn and select the icon you want
(I, of course, used the two Tuxes one, but I'm wierd like that).
should work fine, let me know if it doesn't.