Ok... so MSN works as a message delivery boy more or less?
Suzy83.. if you're still reading this thread I'll put it in the simplest words:
"It takes a bit of work, and a little knowledge of networking"
There is really no need to do this unless of course one had something "promiscuous" on their agenda. Wether that be to show off, scare someone, or worse. Who knows? My suggestion is: put that person on your ignore list.

If he's not willing to let you know how he did it personally, or even why, then he's not worth talking to.
EDIT:
BTW... I had to add this

haha
I never knew MSN would volentarily be anyone's b*tch.
Interesting to know though. Are all messenger services run in this way?