I am not sure abt whats the problem, but my solution will work!
Open Internet Explorer> Tools > Internet Options> Connection> LAN settings.
There will be a option called proxy server
Click on use proxy server and enter the following
ADDRESS : proxy.qatar.net.qa
PORT : 8080
Do not click on bypass proxy
Click apply, OK and restart ur IE.
Now try logging in ur msn!

Ramadan kareem.