I have MSN (yuck!)
I am sorry to say that I have MSN in OS X.
I haven't had any of the problems that you mentioned - I even received a transfered a file.
I only put it on the Mac because a friend wanted to chat with me using it.
I'm going to remove it, since it is missing the video conferencing that it has on the Windows box.
This is one place where Apple could step in a develop an easy to use "all-compatible" chat program with video-conferencing built-in.
This is something that is desperately needed and lacking on the Macs. I recently moved from M$ to Apple systems and have found it a little frustrating when it comes to things like this.
BUT -- Apple is doing things right and that Remote Desktop thingy, that I was the first one to post on MacRumors (but didn't get credit for), is something that they are selling as a professional tool.
I can see an iRemote (something or other) that will incorporate limited remote desktop, video-conferencing, and messenging. It will probably be announced in a couple of days in Japan.
Microsoft has had this (FREE) for a long time, it is not unreasonable to assume that Apple will do this.
Take Care,
Quark