MSN messenger have many server. Most of them work only on standard ports and some other work only on port 80.
MSN will try first standard ports (now i don't remember exact port numbers) and if these are closed, it will try to use port 80.
But when it use port 80, it connects only to a limited list of server.
I have found out that MSN http server are all in this subnet
207.46.110.0 mask 255.255.255.0 (dns name: baym-gwXX.msgr.hotmail.com with XX numbers as 01, 02, ...34, ....).
I am not sure that all 254 ip are MS server so blocking the subnet you risk to loose some server, but if you drop HTTP trafic from you to 207.46.110.0 mask 255.255.255.0, MSN messanger throught port 80 will not work anymore (but MSN throught standard ports will work yet).
Also the new web based version of messenger(http://webmessenger.msn.com) , will not work if you block trafic to 207.46.110.0 mask 255.255.255.0
