MSN Messenger only works on OS 9.2 and newer. You'll need to find Messenger v2.1 if you wish to use it on OS 9.1, however it's not recommended.
Edit: Apparently version 2.1 no longer connects to the servers, and is therefore unusable. However I located this snippet of info which should help:
Right now though I'm running MSN Messenger 2.5 on Mac OS 9.1, thanks to GestLab, a program that lets you change Gestalt information about your computer (such as which version of Mac OS you're running). The developer's website can be found at http://gestlab.free.fr/gestlab/glab_us.html. Once GestLab is downloaded, you just need to change the "sysv" selector to "00000922" Then, you can install and run MSN Messenger 2.5 on Mac OS 9.1!
Ep, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS