Here are a few tips I use with MSN Toolbar Suite:
First I get rid of the extra buttons on either side of the textbox of the MSN Deskbar. To do this you need to start regedit and browse to HKEY_CURRENT_USER\Software\Microsoft\MSN Apps\DB. Then add a DWORD with the name Buttons and value = 1.
Second I change the default hotkey to SHIFT+S. This means you can use WindowsKey+S to change focus to the Deskbar textbox (I don't know why Shift works). To do this select Option and select Deskbar in the treeview and press SHIFT and S in the textbox.
I'm happy using MSN Search for Web queries, but News and Groups (which is not suplied by MSN Search at the moment) are better handled by Google. So add shortcuts from the Deskbar textbox:
Another shortcut I like:
which lets you search by typing "msdn2 System.IO.File" to go directly to a description of the File class in the .NET Framework.