Not nessecairly... it's not because it can record a small video that it can be used as a webcam: You'll need a webcam driver specific to your camera for that and your camera must be able to broadcast what it sees to thru the USB port....
However, many digital camera's can act like a webcam though, refer to your manual to see if it can be set like that and how to do it....
EDIT:
I just viewed the specs a bit and have seen that it has a Video Out plug. This can be used as the way to output the things it sees (but again, not all camera's actually have the Video-Viewfinder feature, the main feature of this Video Out is to view your already taken pictures on a TV, not to see what your camera is seeing)...
But using this means that you need to have an Video In plug on your computer and a software/driver that use that Video In Signal as the source for "webcamming"...
This said, if you have a Video In plug, you also, most likely, have the software to enable this as the webcam source. And if the drivers of the TV-card are installed properly, MSN Messenger can reconize this as your webcam....
EDIT2:
Found another spec-table of the camera.... It seems that you cannot use the Video Out as a Viewfinder, so that option (video-out) seems not to be possible....
EDIT3:
In case you don't have the manual:
http://www.kodak.com/global/plugins/acrobat/en/se.../DX4330_GLB_en.pdf