The Live Search Blog described how you can verify if the MSNBot you see crawling your site, is truly the MSNBot from Microsoft or some rogue spider trying to steal your content. Microsoft has added a way to look up the reverse DNS information for the IP of the bot and described what you should see, to ensure that it is the official MSNBot, if it is not, then you may want to block it or report it to Microsoft. A step by step guide is at the Live Search Blog.
What about Googlebot? We covered that here.