I think no, the police will not respond to your request, but maybe yes if it's really important. it is very difficult, because that person can be from another country, can use a public access (wifi, wimax, internet cafe...), can be behind a proxy, even if they find out he can deny.

police have to do nothing with your msn account, but you can contact msn to recover your account if you have lost it completly, and if you have proof i think you can brought that person to justice.