It was a bot.
Trust me, it asked you to go watch a naughty live webcam show "she" was holding, and stuff like that.
It doesn't matter how secure you keep your MSN email, considering MSN is one of -the- worst and most insecure email services today; that is exactly why scam bots are still able to find you.
Everyone with an MSN account gets this bot sooner or later. Everyone I know that still uses MSN, or used to, has gotten the same bot. Same for me when I used to use MSN.
Just don't tell it any identifying information, and you'll be okay. Good thing you deleted it, too.
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