you can make icons by using WIndows paint (as a basic programme,theres probably more specialised ones about) - all you need do is set the picture attributes at 48 x 48 pixels (or even 64 x 64 - worth trying both to see what you prefer) - once youve doneyour picture /p[hoto etc.save as a bitmap file with the file extension .ico
I wuld guess you could then upload this into MSN ? (not sure though,as I dont use it)