Thanks for the heads-up. I don't actually use MSN myself, but if this is some kind of malware being propogated via IM, then it could spread to accounts on other IM services. ^^;;
Something like this happened to me and a friend a couple of years ago. It was by force of habit that I clicked on the URL that appeared to be sent from my friend, before I realized right away that it wasn't her writing style. Thankfully, my machine and accounts seemed to be intact after all, but hers weren't. ^^;; So yeah, don't click on any links unless you can confirm that it was intentionally sent by the sender.
This is such a valuable PSA in general, so are you sure you want to keep this protected, Ciaran?