Just go to
http://messenger.msn.com/ and download then install it.
You need to register with an email address then once online use the Tools/Options tab to type a name you want to be known as.
OOPS. just reread that.
I gave the URL for MSN messenger and not the explorer.
Here is the URL for their explorer
http://explorer.msn.com/intl.aspNever used it so have no idea if it is any good.
I tend to steer away from any microsnot stuff.