PLEASE, PLEASE, PLEASE under NO circumstances turn off your firewall. This will give you far more problems than a slightly dodgy install of MSN. Same goes for Anti Virus.
If you want in the meantime whilst Microsoft sort out their crappy software you can download GAIM which is an alternative Messenger client.
URL here
http://prdownloads.sourceforge.net/g...1.exe?download
Just add your normal MSN account details and it will download all your buddy lists. If you also have a Yahoo or AOL messenger account it will manage all three from teh same program.
Ian