Hope you can help, ive just made the change from PC to Mac, why it took so long god only knows, but i have a issue, when ive downloaded MSN messenger and click on the .exe file to install, the following pops up "Internet connection is importing a configuration. Please select where to place this configuration" then in the drop down menu these Bluetooth, VPN (L2TP) and 802.1x
Mac Specs: Black Macbook C2D 2GHz 3GB RAM 250GB HD
For starters, you can't install Windows programs on a Mac, at least not natively. So you won't be able to just download a .exe file and run it. You have to go and download the Mac specific version, which usually comes in a .dmg format.
I suggest you get rid of the .exe file you downloaded before you inadvertently mess something up
Also, if you're just getting MSN to chat, then may I suggest checking out Adium. It's a MUCH better client than MSN for Mac, not to mention the fact that you can use it for AIM, Yahoo, and pretty much every other IM service