Hello,
I am new here, but I got the same problem with Yahoo!!. Only, upon internet connection, it will throw up the yahoo home page. But this only happens when I got Yahoo in my system tray to start up automatically on connection.
So, here is what I did.
Start
Run
msconfig
and uncheck yahoo (yours would be MSN
of course).
Click apply, and then ok and then reboot.
Then when you want to use MSN, you will have to launch it manually and only the chat window appears. This worked for me with yahoo, MSN may be more hard headed.