They’ve got a 301 redirect on, so msn.com redirects to here:

http://www.msn.com//

With a double forward slash at the end. It’s a 301, but…

Header (Length = 146):
HTTP/1.1·301·Error(CR)(LF)
Location:·http://www.msn.com//(CR)(LF)
Server:·Microsoft-IIS/5.0(CR)(LF)
Content-Type:·text/html(CR)(LF)
Connection:·close(CR)(LF)
Content-Length:·143(CR)(LF)
(CR)(LF)

Content (Length = 143):
(LF)

Object·Moved

This·document·may·be·found·here< ***/a> (link broken deliberately)

They’ve got the link in the page code going to h*ttp://www.msn.com// with the double slash. Guess it’s not easy for anyone on IIS servers. :)