The results from googling about these websites are scarce and mostly German, but this appears to be a phishing scam and appears to be avoidable by changing your Live account password on the Windows Live website or wherever it is you change that password.

It would explain people being logged out automatically and people appearing online when they're actually now, as some machine appears to be logging in from another location and sending these messages. The best piece of advice is never to click links that get spammed to you over MSN, especially if they're suffixed by ":1234" or some other number.