i didn't think that it could.but under the window where u open up msn, and under your display name, u know how there are different little icons, that u press to go to your email account, share folders and change background colour? well theres one with a tick and colours behind it, and if u click on it, this grey options box comes up, and the first option is "lock messenger".
so, me being me, just figuring out what things did, i pressed it, and i couldn't get back in