This solution worked for me because it wasn't a problem of MSN, but it was a problem of WindowsXP. Basically, almost every folder in my program files dir was locked, i couldn't write, delete and even rename a single file in these folders. But if i rename the folder like i did for the MSN one, I don't have no more this problem for such folder. I don't know why. However I'm sure this is not caused by a virus, worm & co., i've scanned my pc multiple times with different antiviruses , and also i've formatted it many times to understand this problem (the last time was 2 weeks ago)
However, i've 2 PCs, 1 notebook and 1 desktop. I've this problem only with the desktop one, with the notebook I never experienced that problem
p.s.
Obviously, I tried every other solution proposed in this forum, but none of these worked for me