Theoretically, yes. MSN messenger can probably run with
WINE, which allows users to run windows applications on linux. However, I have not personally tested it, so it might be worthwile checking out the application database at the wine hq website, which is a list of software known to (and not to) work on wine. The appdb entry is
here.
This may not work however, so there are some native alternatives available too.
GAIM works with several protocols, including MSN, yahoo and ICQ. So does
aMSN, which also supports popular msn features, like the annoying nudge and the like.
These are just a few. A google search will probably turn up many more.