If you attempted to load a JAR file directly, then it didn't load it via javaloader. You'll have to first convert it to a COD then load it.
You should be able to download it OTA from here:
http://www.funrungames.com/download/eMSN.jad
p.s - its hardly what i'd call 'instant' though... and it includes 'advertisements' while making connections to start a chat with someone (hence the comment about it being 'instant').