just to give the people an fyi after using his proxy program your msn will not work because your internet will be running on a proxy.
if you are having this problem do this:
Try removing any proxy settings, you can do this by following these steps.
1) Open up Internet explorer
2) Click the tools menu, then Internet options
3) Select the connections tab
4) Click the “LAN Settings” button
5) Ensure “Automatically Detect Settings” checkbox is ticked
6) Untick “Use a proxy server for your LAN …” if checked
7) Click ok, then ok
8) Start up MSN and give it a whirl!
If this doesn't work try these
MSN Key port (80048820 error) | Jigsaw Boys