yes it makes plenty of sense, cause with what i read that you wrote i was at the understanding that you untarred the file ( in windows words, i thought you already
unzipped the file ), cause since you dont' really install it, thats what i thought you were getting tripped up on, but below i will explain... ...
when you download it you extract the tarball (the zipped file)
so for a tar.gz file :
tar -zxvf filename.tar.gz
and for a bzip file :
tar -jxvf filename.tar.bz2
i gave both examples cause i don't know what type of file you have and you can use the proper one accordingly...
anyways after that is done, it extracts the contents of the file to a directory called msn, so you type:
cd msn
then when you get into the folder with the above command you type:
./amsn
and it will pop up before your eyes