That error comes from a script running in the advertisement space on your contact list.
There is not much you can do about it except for not moving your mouse over the advertisement, or blocking the advertisements all together (you can do this by adding rad.msn.com en t.msn.com (iirc) to your Windows hosts file).
In any case, I would report it to Microsoft as this kind of error seems to happen regulary and is indeed very very annoying. B ut when you report it, make sure you take a screenshot of the advertising on your contact list.
http://support.live.com/
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