Try using windows messenger, it comes pre-installed with Windows XP. Also, there are a variety of programs to allows for logins to multiple IMs (yahoo, google, msn). The one that I have seen used it trillian messenger (just google that, and go to the first hit).
Sometimes, even the most insignificant thing might be causing you to disconnect. You're anti-virus may have had an update that just conflicts with some software. (TRY THIS WITHOUT WEB SURFING) disable your anti-virus software, and log on to msn, see if you are getting disconnected. If not, that was probably your problem, and see if your anti-virus software has some constant screening for IM software, or better yet, switch to symantec v10 if you can somehow get your hands on that. From experience, it is the fastest and most efficient protection available for your computer.

Also, check your firewall, if you are on XP, and using your Windows default firewall, block msn, restart your computer, and try signing in, when prompted about the firewall, allow it to permit msn.
If you are using some software for firewall, try disabling it and seeing what happens.

Hope this helps.