Boo, I think the reason we call Messenger MSN is because there was and maybe still is two different messengers, we had Windows Messenger and MSN Messenger, MSN Messenger was always superior to Windows Messenger as Windows Messenger never seemed to get updated. I think they were both products of Microsoft and both run on the same format, all a bit odd really and now to confuse the issue, MSN is now called Windows Live Messenger.
Well that's what I think, I'm sure I will be corrected though, lol