I would try the following: delete the bookmark,also delete internet explorer history, temporary internet files,cookies and restore defaults in ie explorer,then restart your pc.
Go to msn music store via windows media player 11, the link is at the top right of the player.I believe msn music uses a new mediabar plugin so this may appear automatically for you to download and install.
If you already have the above, check that msn media bar is ticked under tools, plugins, in windows media player. Also might be worth running a virus scan. Hope this helps.