Can I apply filter to block MSN messenger's access?

Yes, You can use site filter rule in web filter.

1. Install the latest version of CCProxy.
2. Click "Account" -> "Web Filger" -> click to select the "Site Filter" and "Forbidden Sites" check box -> type "*.hotmail.com;*.passport.com;*.msn.com;*:1863" into the bellow text box -> click "Save" or "OK" button to save this web filter (Figure 1).

Figure 1

Figure 2