Spammer

This is the spam I've been getting recently on a daily basis. When I received this notice the first time, I did not know who that was, so intuitively I clicked deny button. Then after that, every time I log on MSN, I get this popup window, then I realized this is a spam. No one will manually request to add me every time he gets rejected. This is really annoying, but I cannot find any option to set up my MSN account, so only those on my friend list can contact me.