I'm not at my Mac so this may be slightly schematic in nature... but see if you can figure it out.
In Adium, go to preferences -> open the MSN account entry in the accounts tab -> click on the advanced tab, or maybe the connection settings tab.
You should see an option in one of these two tabs that says something along the lines of "use HTTP" or "use port 80." Try selecting this option and see if MSN works for you under Adium.