first i would say that you should get to know your router. Have a sit down and a heart to heart () with the manual and the router itself. If there is an option you do not understand then have a read on it, remember that google is your friend.
MSN, yahoo and other major chat programs really do not agree with routers at all. The problem is in port forwarding, in most routers there is the option of forwarding a (range of) port(s) to a specific MAC/IP address. Sometimes also refered to as virtual server settings. Every company has their own definition.
MSN i believe uses ports 6891 to 6900 for data transfers.
See M$ Help for some extra information.