There was a program that did this a while ago, but it stopped working when MSN changed the protocol...
There is a kind of workaround;
Click Start, Click Run, and Type cmd then click OK, type netstat -n then hit return, make a list of the result. Open a conversation window with the contact you wish to obtain the IP address of and send a file to the contact (about 2mb is perfect on most home connections), then while the file is sending Click Start, Click Run, Type cmd click OK, type netstat -n then hit return. Make a list of the results and compare the two, one of the different addresses will be theirs, if all went well there should be only 1 that is different, but depending on what programs you have running, this is not always the case. You can then use WHOIS programs and websites to get more information on the IP addresses you believe to be the contact, to increase the chance you have the correct address. A website that will allow you to lookup the IP address is
http://www.arin.net/whois/
I hope this helps