Is this msn?
Can you not do a member search for the person that sent you an email?
Most of the time you will get an alert message stating that someone has added you to their messenger and you can accept or deny,when you log into your messenger or when your computer starts up and messenger starts automatically.
What is the link to download messenger?........go to
www.msn.com and check what the address download page is for downloading MESSENGER and does it match?...it might be a bit different but just check.
Like any email at the moment always check?
I suggest doing a member check first!!
Jay