We have ADSL in our office and the pc where the modem is connected to is the only pc that connects to MSN messenger. and the rest that are connected via the hub cant?
Are you using ICS on the host computer or another method of sharing the internet connection, if ICS check that you have allowed MSN on the protocol tab of the config screen, also do you have any proxy or firewall software running on either the "server" or client computer.