Microsoft launches MSN Direct for Windows Mobile
The Windows Mobile client is considered a "technology preview," which is a fancy word for beta. Right now it's available for Windows Mobile 5.0 or newer phones only. You can either download the client from your phone by pointing your mobile browser to phone.msndirect.com, or you can download the application from the same site using your desktop browser and install it to your phone using ActiveSync or Windows Mobile Device center.
MSN Direct is available as a free download.