If your company allows you to browse web sites then you'll be able to use MSN
Messenger through a proxy server.
With a quick Google search I was able to locate quite a few resources for
free proxy servers that you can use. You'll find the configuration options
for proxies in MSN Messenger under Tools->Options->Connections->Advanced
Settings (based on Messenger v7.0).
You should be extra careful when you use free proxy servers though. Any
conversation you have over Messenger can be seen by the owner of the proxy
server.
I would recommend against doing this. Your question was not, "Should I
bypass my company's firewall to use Messenger". So this answer was provided.
Sorry Jack (MVP-Networking)...
Bionicthumb
MCSE, MCSA: Messaging, A+, Net+