If you want to transfer contacts from one MSN account to another, you can use the 'File' -> 'Save contact list' and 'Import saved contact list' features. You give me the impression you want to add all your MSN contacts to your Outlook address book though, that's not possible without tweaking the .ctt file (as far as that's possible anyways).
Go to 'Start' -> 'Programs' -> 'Accessoires' -> 'Address book' and take a look at 'Import' -> 'Other address book'. Maybe this'll help you a bit.
