Yeah, if you're going to be sharing files and doing messaging over the Net, you'll unfortunately have to open up some ports that are considered security risks.
As for file sharing, obviously you'll need sharing enabled in order for others to see/use your shared folders. I haven't been able to find the connection (or if there really is one) between MSN Messenger and file/print sharing, but I'll research it further and repost if I find any info.
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