Shouldn't be a problem, I do it all the time and keychain saves my preferences, so i don't have to manually Log-in. Just log-in and tell the site to remember you, then create a bookmark to the site.
I've used MSN for Mac, Adium, Mercury and aMSN, and aMSN is my one of choice, if you don't want any features, get Adium, but if you use voice clips, nudges, webcam, get aMSN or Mercury