Its a bit shocking that the MSN Web Messenger will be retiring from June 30 2009. This was posted yesterday on the WL Blog. And it will now be accessible only via the web. People can access their web messenger via http://people.live.com.
According to the Windows Live Hotmail Team Blog,
With new web-based instant messaging (IM) now available from Windows Live Hotmail worldwide, we are preparing to retire MSN Web Messenger. The old MSN Web Messenger experience will end on June 30, 2009.
Please check this link for further information.