I too have been visited by MSNBOT, Microsofts newest weapon in the battle for search supremacy:
2003-06-19 07:24:42 131.107.163.58 GET /robots.txt - 404 270 MSNBOT/0.1+(http://search.msn.com/msnbot.htm) -
2003-06-19 07:24:42 131.107.163.58 GET /index.asp - 200 0 MSNBOT/0.1+(http://search.msn.com/msnbot.htm) -
For more information about the bot, check out Microsofts page about it and an anonymous source description of what it is all about.