block msn and other sites

how i can block it?

use firewall

yes ok but in which mode i can block it

http://www.mikrotik.com/testdocs/ros/3.0/qos/filter.php

set DST-ADDRESS and action DROP. The address can only be an IP or you can also use PORT for some specific IM programs.

can you write a good rule?

the manual has a few good examples