Its not MSN messenger that is sending these to you. Looks like some type of Phishing or Spyware/PopUp advertising. The website wants you to pay for a patch that you don't need.
Steps to take
1) update your virus defiantions and run a scan
2) Download Adaware and Spybot, update the definations and run a scan.
Adaware
http://www.download.com/Ad-Aware-SE-...ml?tag=lst-0-1
Spybot
http://www.safer-networking.org/en/home/index.html
These days you really need both as they both detect different things.
Let me know if you require further assistance.