If you are running Ad-Aware or Spybot,disable one at a time then change your home page then re-enable it.
Check if you have "Windows Defender", it is a free antispyware
program from Microsoft, If you have Windows Defender, I believe there is
an option in Internet Explorer under Tools/Advanced Options, to
keep your homepage as msn.com....
Also... Home page setting changes unexpectedly, or you cannot change your home page
settings,a good KB article to read:http://support.microsoft.com/default.aspx?...kb;en-us;320159
Hope something in this helps!