If you want to use msn messenger on your device, you don't use BBMessenger. BBMessenger is only for Blackberry to Blackberry. It doesn't work for anything else.
There should be an Instant Messenger program on your phone. If not, look in your browser bookmarks for a link to it. You can also install the 3rd party application called
JiveTalk that's much better for IM, including MSN.