@Robert Yount,
To answer your question No, you won’t lose your msn.com email address if you cancel your MSN Dial-Up subscription. When you cancel the service, your MSN email account is simply converted into a free Outlook.com account under the same name. You’ll still be able to access your emails and use your address through Outlook.com, just without the MSN Premium features or the MSN Explorer interface.
So, if you’re no longer using dial-up and want to cancel, you can do so without worrying about losing access to your email.
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Best,
Carl