According to MSN Messenger the out going file transfer ports are 6891-6900.
Taken from MSN help file:
Note: This information is for network administrators and those who understand how to configure computer systems that have firewalls or network address translators (NATs).
If MSN Messenger cannot make a direct connection to the Internet from computers or networks that are behind firewalls or NATs, it will attempt to connect by using the same connection settings that your default Internet browser uses. If MSN Messenger connects in this way, its features are limited to sending instant messages and seeing which contacts are online.
For great performance and full feature availability—including being able to transfer files by using MSN Messenger—you might be able to configure your proxy servers in a way that allows your network or computer to connect directly to the MSN Messenger servers.
For instant messaging
Set outgoing TCP connections to port 1863 on your proxy servers.
On the Messenger main window, click the Tools menu, click Options, and then click the Connections tab.
Note the information that is required on this tab.
Provide all network users with the information and instructions they need to properly configure the Connections tab of their MSN Messenger program.
Make sure the internal local area network has access to the Domain Name System (DNS) servers to resolve the names of external hosts such as messenger.msn.com.
For file transfer
Open as many TCP ports as you can between 6891 and 6900.
Configure the TCP ports so that sockets on a port remain open for an extended period of time.
Note
If you are using a network address translator (NAT), file transfer will not work unless you have a Universal Plug and Play NAT (UPnP NAT). If you are not sure what type of NAT you have, check with your computer manufacturer or NAT vendor.
Hewissa
MCSE, CCNA, CIW