Answers:
I'm not sure going on for MSN or AIM, however if you're using Yahoo! Messenger and cannot attitude a webcam because of a firewall, afterwards you'll own to stretch out some ports up.
I can dispense you the inventory of ports but cannot abet you on crack them because I don't know what benign of firewall you own or what your setup is.
Anyway, the ports are: TCP Port 5100, 5101, 5050 and 5000. Opening those should do it...that's if you're conversation in the order of Yahoo! Messenger.