this is from memory (a long time ago) you might want to google it and check it
i thought the same thing as you a while back and discovered...
the only way to find out their ip address is when you connect to them directly (not through msn servers) so you need to send them a file- any file! a picture, song...
and then open up command prompt and use the command "netstat -n", and then find the right connection (cant remember a port number) but just after transfer is finished the note should be time_wait something like that. just note down the foreign ip address. do that with both addresses and if the ip's match then bingo
that is sketchy in my mind though! it was a while back!!!