MSN Messenger file transfer can actually use the 1863 port also (the same that the normal chat is using) to send files.
The full list of Messenger ports:
Basic text messaging/connection to Messenger server: port 1863 or 80 TCP and 443 TCP
File Transfer*: 6891-6900 TCP (this port range is not valid for MSN Messenger 6 clients sending/receiving to other MSN Messenger 6 clients)
Webcam**/*: 9000-9999 or 80 TCP
Audio*: 5004-65535 UDP
Video Conference (XP only)/Start Camera*: 5004-65535 UDP
Remote Assistance (XP only)*: 3389 TCP
Whiteboard/Application Sharing (XP only)*: 1503 TCP
Launch Site Games**: 80 TCP
* denotes features which can use Universal Plug and Play (UPnP), UPnP file transfer only available in Windows Messenger 5, MSN Messenger 5 and MSN Messenger 6
** MSN Messenger 6 feature exclusively
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lol 
