if I am understanding you correctly you are able to get into msn when you tyoe it in the internet address line but when you click the msn favoirite link it doesn’t work.If this is the case I would just type http://www.msn.com to the address link and then save it as a new favorite and delete the old one. let me know if this works.
Where are you trying to do this from? your work computer, home, etc…. there might be some firewalls too that are preventing you from doing it.