Have tried but get an error message
Hotmail and MSN email addresses will work immediately because they include a Passport account.
In order to use another non-Microsoft email address, you have to sign up for a .NET Passport account using your gmail/googlemail address. You can do this on
http://www.passport.net . Then you should be able to use your email address to sign into MSN. Your address will appear as "unverified" and you may not be able to change your MSN name, until you complete the verification process by clicking a link in an email they send you.
I personally use my @gmail.com address for this purpose.