The developers of Adium (a multi-protocol IM client for Mac, kinda like Trillian for Windows):
MSN censors messages containing particular fragments of URLs. Previously, the message would simply be dropped with no indication to either side that it went away; now, at least, you get an error message (inline in the message view). Pieces of text that are known to cause MSN to throw a message into the memory hole: .info, profile.php? (including ‘?’), download.php? (including ‘?’), gallery.php, pics.php, ListAllTopics.php, .scr… The reason that Microsoft has stated is that it is because they may be URLs to exploit Windows or Microsoft Windows Live Messenger security holes.