MSN Explorer: Interference from a firewall or filtering program
Running a firewall helps to prevent unauthorized users from accessing a computer when it's connected to the Internet or a network. Most corporate computer systems and some personal computers have firewall programs installed. Filtering programs can also help prevent unauthorized users or software from accessing a computer.
To find out if your firewall or filtering program is interfering with your connection:
Right-click the firewall or filtering program icon in the notification area of the taskbar, or on the desktop, and then click the appropriate menu item, such as Disable or Exit, to temporarily close the program.
Sign in to MSN.
If your firewall or filtering program interferes with signing in to MSN, you can sometimes resolve the conflict by changing settings in the program. Contact the manufacturer for more information.