Hmmmm.I don't have my DNS book with me but I know that when I set up DNS / BIND and I created the database for my domains, I had to put the (.) at the end of the domains and host names. If I did not do so , I would get errors. I am not sure about using the (.) at the end of an address like www.domain.com or system.domain.com when using a web browser or making a call to the host with the (.) at the end.

I used both www.msn.com. and www.msn.com and found this difference:

Using www.msn.com. returns the following in my address bar and brings up the page
http://www.msn.com./?gcs=1

Using www.msn.com returns the following in my address bar and brings up the same page
http://www.msn.com

What is the significance of /?gcs=1

I'll do a little digging tonight in my DNS books and see what I can find out.