First off, while I'm not familiar with MSN Buzzen, please note that MSN Chat rooms do not follow IRC protocol, and, I've heard of cases where people haven't even been able to use mIRC to access the MSN chat rooms due to this lack on MSN's part.

The /join command is part of the IRC protocol, and, according to the error message you posted, it's not being recognized, and, therefore, probably is due to my earlier point.

If you're managing to chat on MSN with mIRC, then it's my opinion that you hit a fluke.

If you're not using mIRC, then you really should be asking these questions in a forum for the client that you are using.