but I don't see any issue with the 'Nationality', after all we are in the virtual world ?

Second thing if you read Smoke and King007 posts you will understand how the virus works on MSN.

I am experiencing with my friends in my buddy list.

Last week I received such link from my father also.

This is very common on MSN.

By the way it's not photos, it is a link which MSN (if a user has virus) send to all his friends in his buddy list. Sometimes these links are for pron sites and sometime for some attracting promotions online where you are asked to provide your Bank or Credit Card details to purchase online (which is a fake website)