Not too sure you mean FTP or IM, but F-secure Antivirus 2006 has no dedicated IM cleaner/monitor. However if you set it to real-time scanning it should scan your MSN files. Several in-built modules(daemon) will kick in depending on nature traffic.
I mean IM i now use fsav.exe to scan them. in MSn messenger so when the file has downloaded it comes up with an f-secure window so seems its done
In that case enable real-time scanning of both Antivirus and Antispyware and use your MSN Instant Messenger. F-secure Antivirus 2006 is well capable to monitor the IM even without a dedicated IM Guard. Depending on your system's abilities, you may put protection to its highest settings intead of Normal, but you will notice slowing down a bit.