Hi,

The option to set the custom filters are available in the hotmail options and would not visible through the MSN software. To access it, please follow the steps below:

1. Sign-in to hotmail with your e-mail address using any browser.
2. Click options at the upper right corner of the page, then click more options
3. Under Customizing hotmail, click on Rules for sorting new messages


Once the rules are set-up, it will be applied to your e-mail and should take effect as well on MSN.

Hope this helps,

Paolo M.