Never heard of an MSN number, but to find your Blakberry PIN you can go to OPTIONS > ADVANCED OPTIONS > ENTERPRISE ACTIVATION and your PIN will be there.
I know there is a command that you can enter from a blank message screen but I forget what it is.
Go to Options, then status, that will have your pin number. Also, the msn number is the same as your pin number except with BB at the end of it just so the number is long enough to register in the accounts.