MSN messenger uses ports 443 and 1863.
If you want to block web based messenger just add this address to your list of blocked URL's: "http://*webmessenger.msn.com".
You may also want to block other portal sites such as "http://*ebuddy.com" & "http://*msn2go.com", etc.
Perhaps also create some signatures with words such as "msn messenger", "messenger", "IM", etc.
you can find the application signature to be blocked. For a sample list of application signatures, see Common Application Signatures at:
[url]http://www.microsoft.com/technet/prodtechnol/isa/
2004/plan/commonapplicationsignatures.mspx[/url]