You might need to relax a bit. MSN chat uses an intermittant server to send and receive text messages. To do a video chat there needs to be a computer to computer connection in order to make a link. A fire wall between 2 computers restricts the computer connecting in to make a direct connection. So in that sense it will always not work. For what makes you secure by using a fire wall also stops programs like this. You can't have it both ways. A fix which i use is to have a hardware based firewall that supports UPNP (universal Plug an PLAY). A router like this will communicate with your MSN and dynamically open ports to allow msn to communicate 2 way. I have a linksys and that was how it works. Not all Hardware access point s do this. But check.
Note: Make sure you are not also running a software personal firewall, or ICF (Internet connection Firewall)