Are these "spiders/web crawlers" bad or good? I really do not understand. Are they suppose to help the pages rank in a search engine?

"MSNBot Spider" is on my forum right now. I have never seen this or any other spider there before. What is it doing?

I found this: http://www.robotstxt.org/wc/faq.html#what, but it's not very much help in figuring out how this "spider" got to my site, and why it's there.

Thank you in advance, AO.