EDIT: I am talking about MSN Messenger, not MSN the ISP.
(Edited by penguincube at 1:23 am on Oct. 27, 2005)
To make sure you've norton figured correctly anyway, open to the main screen - click "Personal Firewall" along the left and then the "Configure" tab.
On the new screen that pops up, click the "Programs" tab along the tab and scroll down to where you see "Microsoft MSN Messenger" in the programs list. Right click it with your mouse and select "Permit All".
Hope this solves your problem...
And I am not on MSN now. Well, I should probably have clarified and said "MSN Messenger." MSN is not my ISP. The Messenger was implied to me while I was typing the post, sorry if that caused confusion.