if you go to Start> control panel> user accounts > your account name > "Set up my account to use a .NET passport > go through the wizard, and when you get to "Sign in with you .NET passport, make sure that the box that says "assosiate my passport with my windows account" and then restart your msn. That should allow you to sign in when your computer starts. If it doesnt, make sure that "automatically run msn messenger when windows starts" and "allow automatic sign in when connected to the internet"
I hope i could help you
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