Microsoft Messenger http proxy setup
It seems like MSN Messenger doesn't work with http proxies: It fails when using GlimmerBlocker and it fails when using Apache as proxy server. I've yet to find a http proxy server which Messenger works with.
One possible solution is to upgrade to Adium which Just Works.
Another solution is to tell Messenger to not use an http proxy. Select "Preferences" from the "Messenger" menu, and update the proxy settings like this: