Well I emailed MSN Help support and they send me this back:
Thank you for writing to MSN Hotmail Technical Support.
This is Hans and I understand that you need assistance regarding the harassing e-mail messages you received on your account.
I can tell how inconvenient this can be and I fully realize the importance of having this issue resolved.
Ben, I would really like to help you in any way I can and in order for us to assist your concern, I need to verify some information from you. Please provide me a copy of the questionable message with the full message header. Specifically, I need an unedited copy of the message with the "X-Originating IP" address.
This will help us to determine the message's true source, and find out what actions may be available for us to take against the sender.
Here are the steps on how you can forward e-mail with its full headers:
1. Click "Options" on the upper-right side of the page.
2. On the left side of the page, click "Mail" and then click "Mail Display Settings."
3. The "Mail Display Settings" page appears.
4. Under "Message Headers," select "Advanced" and click "OK."
I am looking forward for your response and resolving your issue soon.
Hans Christian D.
MSN Hotmail Technical Support
Hopfully they can nail this scam artist