This is actually a valid Complaint, not "bad parenting" like some seem to think without further investigation into the subject at hand. Some shady adult media company has scripted automatic bots that appear as MSN Live friends, they are programmed to talk like regular people "hi, how are you?" "nice :) check this link" etc. They target everybody, randomly - they get e-mail addresses through mailing lists and automatized computer assisted searching - therefore it is inevitable that many children get scammed also. However, that website is just a part of a bigger scam operation.
I googled for more information about this. I hope this will be of help if someone is willing to get serious with this. Many children get pornographic spam links as messages from bogus Messenger friends because of this. This company's action pattern is very deliberate, systematic and immoral.