The first question that comes to mind is why would you want to trace someone all over the internet. So there are some ethical issues there you need to deal with. Second, since this is a PHP board I am assuming you are talking about programing a php script to track someone, and not asking us how to track someone accross the internet in general. The answer in PHP is that there is no answer. HTTP is a connectionless protocol. In other words it takes a request and doesnt keep up with your request history. So we could use cookies and sessions, but the fathers of the internet forsaw that cookies could be used for evil, so they made sure that a remote host can only read cookies on a users machine that that site sent.
I am not familiar with the MSN protocol, but I am assuming that they probably (although this is microsoft we are talking about ) dont give out information about what pages the person is viewing at the moment.
Hope that helps!