How to know if a MSN contact has closed your chat window
There are some programs that will tell you if any contact has closed your chat window, but its possible to know it without installing any extra software using your MSN Messenger program.
To know if a contact has closed your chat window, you just need to mantain it opened and go to the option Invite contacts to the conversation, if your contact is available in the contacts listing, then he has closed your window!