I've had random spam addresses trying to add me on MSN before too, though not quite in the same sort of numbers as what you got. I've just been looking for any sort of solution, but unfortunately I'm yet ot find anything. Maybe someone will have posted something by the time I post this message, but I'll keep a look out. Anyway, the safest thing to do would be to block them all, because they're probably bad news. It's usually obvious in their names/addresses, so you shouldn't need to worry about accidently blocking someone you know or something.
I'll post again if I find something. Someone suggested going into Tools, Options and then Privacy and setting it to only allow people on your allow list to contact youand so forth. It won't stop the adding requests, but it might stop other things according to what I've dug up. I'm not sure.