Well if this "MSN clone" is not available, you might still want to take a look at amsn or gaim.
This page is not about
programming an MSN clone, but rather discusses said IM communication protocols. So it only gives you the basic recipe, not the ingredients.
You'll need to know some language that allows sockets, GUIs, threading, md5, etc. Thus, pretty much any language
I'd help you more, but with so little information about what you know and don't, I can't do much more.
What language(s) do you know ? Which do you want to use to implement it ?