I'm not sure if this will work but try it anyway
Login to
www.mail.live.com , go to contacts and search for the contact that added you.
Click the contact and then on the bar above select from the drop down menu the group you wan't to add it.
Whait a few minutes and Log-out and in from MSN Messenger 7.5, see if it's there. (this using the new Windows Live Hotmail)