I've been having this problem for a while. My mom wanted me to download it so she could talk to our extended family, but when I tried, this is the message that came up.
'This application has failed to start because WINHTTP.dll was not found. Re-installing the application may fix this problem'
Yes, I have downloaded MSN before, and it was working fine. I don't see what the problem is. And I have no idea what WINHTTP.dll is. ._.
Have you tried reinstalling like it said? :p Maybe the download messed up, a re-download might help too. If it doesn't work, Trillian is an alright program; I'm not sure if it requires MSN to be INSTALLED on your computer (someone correct me if I'm wrong) but if it doesn't then I think you can just make a MSN and log into it on Trilly.
I'm having problems getting MSN installed on this computer too, but I don't get that error (or any error at all - it just stops at 99%).