aMSN is a nice, alternative MSN client for Windows and Linux. I use it on my computer and it works quite nice. It has most of the features of the official client and additionally it supports plugins (list), skins (list), etc.
One nice feature of aMSN is that it archives your contacts' photos for viewing. To view the archived photos of a contact right click on it, select properties and go to the User display pictures tab (it might take some time to load). These photos are stored (on Linux) in the directory: /home/USERNAME/.amsn/msnname_hotmail_com/displaypic/cache/ where USERNAME is your username in Linux and msnname_hotmail_com is your msn login after converting "@" and "." to underscores (_).
I made a small Lua script (it will work only on Linux) to copy all the archived photos, organized in folders named after the contact's email, to any folder, effectively creating a nice photo collection. :-) You can download the script from here but you will have to edit it (just the first two lines) to fit to your system. Replace the path in the first line with an existing path where the photos are to be organized. Then replace the path in the second line with the aMSN cache directory (in the form that I previously described). If you want to steal photos from all MSN accounts that you've used with aMSN you might simply enter /home/USERNAME/.amsn/ and hopefully it will traverse through all accounts searching for pictures. It's not that hard but leave a comment if you need help. After editing the script you may use the included Lua interpreter (or install one from your repositories) to run it. Whenever you run it the script, it will add the new photos to the existing archive.
Linux Tip: You can turn any Lua script into an executable by appending the following line to its beginning (assuming that you have a Lua interpreter installed):