MSN, in my experience, takes the LONGEST to get indexed. For instance I just released a social networking site for pets, it was indexed by Google in like 2 days, Yahoo in a week and it still isn't in MSN. I never worry about MSN it always comes around and ranks my sites very well. But MSN has to be the slowest darn SERP to get listed in, again in my experience. Probably because they use Windows servers which are slow too!
Yup its slow, if you put the link on a page thats already indexed and thats updated frequently itll get picked up faster. I can usually get mine picked up in about 3 days but it several good back links.