After a great deal of searching, I found this information from Microsoft about setting up your MSN email account in Outlook Express.
Adding an e-mail account to Outlook Express
To create a new account
1) In Outlook Express, from the Tools menu, click Accounts.
2) In the Accounts dialog box, click the Mail tab.
3) Click Add, and then choose Mail.
4) In the Name text box, type the name you want to appear on your e-mail messages.
5) Click I already have an email address that I'd like to use then type in your MSN address (yourname@msn.com).
6) Add the following settings:
For My incoming mail server is choose HTTP.
Type your Account Name and Password.
Select the Logon using Secure Password Authentication (SPA) checkbox.
7) Click Finish.
8) Click your newly created account, then click Properties.
9) In the Properties dialog box, click the Servers tab.
10) Under Outgoing Mail Server, select the Server requires authentication checkbox.
11) Click Apply, then click OK.