Hello, welcome to Plus forums, there have been various threads about this subject:
You will firstly need to locate your MSN ID number:
http://shoutbox.menthix.net/showthread.php?tid=15519
Secondly:
C:\Documents and Settings\<user>\Application Data\Microsoft\MSN Messenger\<passport id>\
copy the whole folder to your new passport
[
<user> is your windows username
<passport id> can be found with the link above.
]