The virus scan didn't find anything, but I don't really think it was a virus anyway. For I must confess an act of extreme stupidity here
When I had received those urls via MSN I opened one of them and was asked to log in. I wasn't thinking much about it and took it to be a security measure from MSN or something. I only came to realize that this was a rather uncommon procedure when I saw that the url was an advertisement.
I think that it was a case of fishing but that no virus or the like was actually installed on my computer. Meanwhile I have changed my MSN password and hope that it will stop the sending of any further spam. Please tell me right away if any of you receives any further spam from my account.