The servers for Windows and MSN Messenger have been a little flakey lately, resulting in random login/disc problems for many people. One of the advantages of MSN Messenger is that it handles the re-login automatically.
You shouldn't have to forward any ports in your router for standard messaging to work. Only for things like voice/video/file transfer.
Windows Messenger (not to be mistaken with the messaging service, as mentioned above) is designed more for use in corporate settings. MSN Messenger is a little more "cute". Things like videoconferencing are MUCH easier. But of primary importance is that if you have a router which is UPnP compatible, and I'm not sure about your D-Link in that regard, MSN Messenger can take advantage of that to forward ports as needed automatically.
I was reluctant to switch to MSN Messenger, but am very glad that I did. It's a much smoother package to work with. They stopped development on Windows Messenger awhile back, so later implementations of MSN Messenger are where the more recent improvements will be found.
Do you use UPnP already? If you're not sure what I mean, just check your router's documentation to see if it supports UPnP. I'll walk you through activating it in XP if necessary. You'll prefer MSN Messenger over Windows Messenger, particularly if you can enable UPnP.
You can also install this little addon:
http://www.msgplus.net/
to give you even more functionality. If you do install Messenger Plus though, make sure to choose the custom installation, and tell it NO when it asks if it can install the sponsor software. You'll lose nothing but some advertisements
Mark