some programs save the information of where the screen is located, this is usually stored in the registry, sorry i can't help any further i dont have msn installed at the minute.
Is it the Internet Explorer window you want to be maximized when you open the program? If it is, then open it by your usual means, then maximize it by clicking the rectangle in the top right corner of that window. If you now close it with the X beside the rectangle, it should open up maximized from now on.