Thanks Bitt. I'll try that out tomorrow. I have no way of checking if it will work until my friend gets online so I can send him a file. Which probably won't be until tomorrow.
I did however already enter the values you provided and the router does save them, so I guess we're halfway.

By reading the help of the router I came to the same conclusion you did, but I had no idea what the outgoing port for MSN was. How did you know this? Is this documented somewhere?

Edit : nevermind, I browsed the MSN help file and actually found it. You're correct : open with port 1863, and open port 6891(up to 6900). /me slaps myself in the forehead

Anyway, thanks a million and I'll let you know if your solution does the trick.