Well its a open-ended question and I don't a single post can answer your question; But I would urge you to check out the developer.force.com site and check the Integrations part of it.
From what I can think of you'd need to understand how MSN API works, which I'm sure you've done your homework then with regard to salesforce you can take a look at the Visualforce workbooks or the Integration workbooks to get you started .
Well its a open-ended question and I don't a single post can answer your question;
But I would urge you to check out the developer.force.com site and check the Integrations part of it.
From what I can think of you'd need to understand how MSN API works, which I'm sure you've done your homework
then with regard to salesforce you can take a look at the Visualforce workbooks or the Integration workbooks to get you started .
hope this helps
happy coding !