You basicaly download MSN 7.5, MSN Plus and an addon to MSN Plus called StuffPlug-NG - Then all links in MSN, even the mail link on the main window, open in your default browser. (The option for it is in the StuffPlug-NG setup)
Links for both addons are in the link. Make sure you install MSN Plus first and acctualy read the setup options with StuffPlug-NG because there's alot of crap that you probably won't want, like the ability to oversize your pictures like so many 10 year olds do