did you install any additional plugins for it? this might not be a virus problem, but a plugin problem maybe? you might've agreed to their terms, thus agreed to let them spam.
if you already tried changing pw, then reinstall msn.
if that doesn't work, try out Spybot Search & Destroy, let it update and run it
i run avast! resident scanner, ZoneAlarm Security firewall and Spybot S&D and i haven't got any problems.
note: spybot always tends up to skip files sometimes, so let it run 2-3 times just to be sure.
ps: i also receive msgs from people about those acai weight-loss pills and crap and they usually are from the "not so smart" bunch of contacts i have

no offense lol