As already noted I have two computers networked together. On my main computer I do not have MSN Messenger but I do on my second computer.
My main computer, Host, is my personal one used only by me. My second, CLIENT, is the family computer used by everyone.
I have a firewall and antivirus on my HOST but only antivirus on my CLIENT. I connect through a proxy server, www.analogx.com . A free proxy server.
Getting MSN to work through my network was no easy task. The main problem was my firewall, Zone Alarm at www.zonelabs.com free version available. I discovered to get MSN to access the internet, I had to disable ZoneAlarm, start up my proxy server, connect MSN and then restart my firewall.
Then I discovered a easier solution, just switch firewalls. I now use the Sygate firewall(free version) or type this in your browser - http://soho.sygate.com/products/spf_standard.htm
Now all I do is startup up my computer, I have a shortcut for my proxy in the Startup menu and my CLIENT computer can now connect through MSN, no fooling around.
What about ICS - Internet Connection Sharing? Never could get that to work so I don't use it.
One final note: kinda off topic but worth mentioning, Some firewalls allow you to trace-back any hacking or spamming attemps. DON'T DO IT. Firewalls make your computer invisible on the internet. If you back-track or trace you will be giving yourself away. So no matter how curious you are at who is trying to get in, IGNORE IT!!! Just let the firewall do its job.