If they're just doing port blocking, all of the major networks allow you to connect over port 80 now. IIRC, Trillian doesn't support MSN in HTTP mode, so you may have trouble getting that to work still. As slow and crappy as it is on Windows, I find that Gaim works best for getting around firewalls. You can also try
Meebo, which is an excellent web-based IM client.
If they're filtering by URL, your only option is to try hopping on a proxy server. I wouldn't recommend doing that unless you know the person running the proxy, though.
-H