Bluntly, you don't with a NAT firewall.....
Microsoft admits that MSN file transfers behind NAT devices have 'issues'. I still don't know what the specifics are, but basically transfers just don't work outbound when behind a NAT device, like the Linksys BEFSR41 and most hardware firewall devices.
The MSN protocol does not provide an internal/external IP address during the file transfer. so even if you forward port 6891, you're telling the remote client to connect to 192.168.1.1 anyways and he/she has no way of obtaining your ext ip.
aol/icq has this built in which is why they will work.