Annoyingly, the launch of the new MSN search engine came along with a helpful "feature" forcing me to MSN UK, because I'm based in the UK. Even if I went to search.msn.com, I was redirected to search.msn.co.uk.
I sent a query to MSN about this yesterday and have yet to hear back. But someone clearly got the message, because today I found a new "Back to search.msn.com" link at the bottom of the MSN UK home page I was shown. Selecting that finally overrode the switching.
Those being switched to other country-specific versions of MSN should look for similar links. If you don't find it, then try this: http://search.msn.com/?noredir=1. That might solve it, if you really want MSN as based out of the US.
Why might you? For one, the results I see on MSN UK are often radically different than on MSN US, more aimed toward what MSN seems to think UK users want. That's great when it works -- but when it doesn't, you may wish to search at the US-based site.
FYI, other search engines like Google might also do such redirection. In this cases, you'll often find similar links that let you override it. Our forum thread Google forcing UK users to google.co.uk looks at this more, including the situation with Lycos where even if you use the "override" link, it stupidly still redirects you.