Hello I haven't used amsn in a long time, but you can run the program by specifiing the command in a terminal. For instance /path/to/program:
In your case it would be /opt/amsn/amsn or something, look it up with a file manager should be under /opt/amsn. You may also be able to fire it up with a filemanager if you're lucky.Code:/usr/bin/program
Also you may want to give gaim a try, which supports msn, aim, Y!, and many others.
Anyhow enjoy your stay on GNU/Linux, all this stuff will come to you once your used to this operating system. In the meantime good luck, and welcome.