I pm'd him tonight to change his MSN password as I have been getting dodgy links sent to me from his MSN account for a couple of days - you sure it was not from his MSN account?
Changing his password will stop this. I have seen it several times - my account was compromised a while back as well.
Anyone wanting to change their MSN password has to do it using the link below as their is no way to do it in the MSN client program itself.
Change MSN (and Windows Live) Password