MSN Messenger and NetSH?

MSN Messenger Live! is used by millions around the world, it is a certified application for global communcations, so why when I install this application, three minutes after connecting to the MSN Messengers servers I get this prompt from my firewall:

So according to that message I have an inbound TCP connection to port 4091....why?
This is where people need to know about Internet Secrity 101.....the port used here which is TCP:4091 is the remote NetSH (Network SHell) listener, this is obvioulsy to change something on your Windows based firewall using some form or NetSh command probably something like this:

netsh int tcp set global autotuninglevel=disabled

Be aware of dialogue boxes do not just allow the connection otherwise this could put your computer at risk.....think smart!