You don't have to use MSN Live to use MSN. There are many other clients around that are capable of using several different IM protocols at once, including MSN. Of course, you won't get all of the extra features of Live, only chat, file transfer and maybe webcam if you're lucky, but you also won't have all of the invasive crap that Microsoft's client pulls on you.
Pidgin is one such client. There is also
Meebo, which will run in your browser, so you can use it anywhere.
For Linux, there are the text-based
CenterIM and Finch, which is a part of Pidgin. A text-based IM client can actually be much more useful than a graphical one, believe it or not. If you set up a screen session, you can remotely ssh into your Linux machine, redirect screen to your current login session and have it appear there.
For Mac, there is Adium, which is a fork of Pidgin.