This week i've spent a lot of time trying to fix P2P direct connection. It still doesn't work but i learned a lot of the msn protocol (really, a lot) :)
If you feel like helping me, grab the MSNPSharp code and try it :) You can use WireShark to intercept packets and see what's going on:

You can use aMSN to receive files and then use monkey messenger and compare the two WireShark results. I did it, they look the same and still doesn't work. Maybe it's a different ACK or something... something is different, this i can guarantee :)