I looked on D-Link's site, couldn't find an actual manual. Did see in the product specs. that there are advanced features. That's probably what you're looking for.

You'll probably have to open a web browser and enter an address like "http://192.168.0.1" or something like that. Enter "admin" and the "password". It may not be admin, I don't know what D-Link defualts to. Same w/ the password.

Once you get in there, you should be able to find port forwarding. You want to forward the ports MSN messenger uses to the IP/IP's of the machines you want to allow.