At this location, we could not connect to MSN from behind a firewall... the
protocols MSN Messenger is supposed to use simply didn't work properly.
Windows Messenger 5.0 worked fine with the same setup.
MSN Messenger 6.1 fixed this problem - we can now connect from behind a
"non-UPnP firewall" using our "default browser's HTTP proxy server
settings".
Kudos to Microsoft for finally fixing the problem...
I have no idea if other changes are included in MSN Messenger 6.1, but I do
know that fixes to the connection protocols are certainly part of it.