MSN resorts to http port 80 automatically once its own ports are blocked. If a particular firewall is preventing outgoing connections to MSN servers by redirecting the DNS of messenger.hotmail.com to an improper address, try modifying your host file.
In windows XP it is used the folder
Open the file named hosts(with no extension) and add the following line at the end
The ip address above is one of the servers I am connecting to and is subject to change in the future. Ask your friend to ping messenger.hotmail.com and get you the latest IP address.