The
beta was intended for Microsoft's internal testing only, but it leaked out and 2 million+ fans started using it. The
preview is still technically a beta, but this version is a later build and Microsoft has officially made it available to everyone who wants it. Microsoft uses the word "preview" because they believe "beta" is too confusing for the newbies.
At this point, I wouldn't download any version of MSN Messenger 6 other than the one provided on Microsoft's site. You can get it here:
http://messenger.msn.com/download/v6preview.asp