Interesting, Syning.
I assume that you are clicking the Bing icon on the MSN Explorer toolbar and also typing http://www.bing.com in MSN Explorer.
Do you have the same experience if you open Internet Explorer and type http://www.bing.com in the address bar?
When you say that you search Google and the same thing happens when you click a link, it sounds to me like there's a core problem with the operating system or the web browser, IE.
Unless MSN Support can step in here, I'm at a loss. What security program are you using? If you disable it temporarily, does the problem go away?
-steve