Just the other day I had a gal who I chatted with maybe twice on the internet just give me her number out of the blue, without me even asking for it. It was totally random, but apparently she wanted me to call. I didn't call, because she's not totally my type of gal, but she'd be fun to hang with once in a while. A bit too much on the wild side for me.
I also had another girl give me her number after I asked her online for it, and I called her, we got to talk, and will be going out tomorrow.
I think it's very crucial to move to the phone number and calling as soon as you get that, because if you stay on MSN, not only will you end up talking too much and depleting all the topics for the actual meeting, but you'll also run the risk that she will create some image of you that you'll have to live up to or else she'll be disappointed.
I spoke to a girl friend of mine the other day, and she met her BF online, but she said she could tell a lot about a person by the way they speak on the phone. For women, that's a pretty important gauge it seems, so you're going to have to suck it up and call her if you want anything to happen.