Test:
1. Stop the avast antivirus service (Control Panel > Administrative Tools > Services)
2. See if you have any provider running (shouldn't have...). The avast icon will have a red cross.
3. Test MSN
4. If ok, restart the avast antivirus service
5. If not, uninstall avast and test MSN again
I bet on the firewall anyway (both Windows Internal one and third party).