Does she use a firewall? Is she using the latest version of MSN Messenger version 6.2?
Is she uses Norton Internet Security Firewall then she needs to go into the settings and set the firewall to automatic - this essentially sets the firewall into "learning" mode. So the next time she starts Messenger she'll get a warning that MSN wants access to the Internet. She must then click "Permit" and tick the box "always permit this".