POP3 is used for incoming; and SMTP is used for outgoing mail.
What may be the issue is that MSN may use other than the standard TCP/IP port assignments for mail (like Gmail does). Typically Port 25 is used for SMTP, and port 110 is assigned for POP3 traffic. This can change to prevent port forwarding spamming.
Tried to check the MSN settings for ya, but the proxy at work blocks most forums....