Live messenger try to connect using the 1863 port first, if it can´t, then try with anothers...
My solution to block Live messenger is :
/ip firewall filter add chain=forward action=drop src-address-list=30segBlock
/ip firewall filter add chain=chain=forward action=add-src-to-address-list protocol=tcp address-list=30segBlock address-list-timeout=30s dst-port=1863
When it try to conect, i block the source IP for 30seg to avoid trying with another ports.
This is not the best solution, but work for my.