MSN, like Google, do not number their search results. After writing a bookmarklet to number the results of a Google search, Barry Welford asked me how best to create the same thing for MSN - so I had a look at it. And here is the result, a bookmarklet that, when activated, will number the results of a search on MSN. It provides numbered results after page 1 correctly as well.
To use the bookmarklet, you must right-click on it and add it to your favourites. Then, next time you are looking at a page of results from a search in MSN, click the link in your favourites and the results will be numbered for you.
UPDATE: Now also a Greasemonkey User Script