Yes, i've had this before..
According to my testing & trying it's because you have ENABLED or DISABLED the UPNP in your modem and/or router
Try switching them ON or OFF, depending on how it's set already
MSN wants to communicate via UPnP so most presumably that's the problem..
It can also be your computer or connection, what MSN and Plus do you use and what for computer / os/ etc?