Open it up, sign in with your MSN email address, then on the top menu there should be a msn's person icon with "+" on it, click on it then there's option to add friend/buddy/or whatever word it uses (my menu's in chinese).
Then you type in my MSN's email address: email@example.com
edit my info such as what category you're going to put me in, then send it. (there should also be options to send me a message along the invite, be sure to state who you are in the message)
After I got your invite, I will then confirm it permanently, then we can start to chat XD