ADSAdClient31 from hotmail?

I’ve just logged onto hotmail and received a message to download ADSAdClient31 from rad.msn.com,
Is this from Microsoft?
Is it spyware?
Should I download it?
I did just have an e-mail from the Kliz virus in my inbox, has this download got anything to with that?
Google hasn’t heard of it.

That’d be the Klez virus, not Kliz.

Here is some information on it. It appears to be a bit of Microsoft spyware/adware. Harmelss, but sneaky.