As Dazultra said, re-enter your password and click the "remember my password" button which should normally work. This also happened to me a few days ago and I had to enter my password every time, so to cure the problem I uninstalled and then reinstalled MSN
again, this time the newer version. Also if you have a Norton Antivirus firewall running it can sometimes prevent you from logging in, god knows why though!
Hope this helps,
...love is just a camouflage for what resembles rage again...