Could you tell me which version you are using of kde? Do you use Amarok-nightly? I am using KDE 4.1.1 and Amarok-nightly and its working here without issues
The Problem is that Kopete is getting the /media info via the Dbus. While Amarok 1.4.x still uses DCOP. If you use Amarok 2 it should work i think.
File Transfer with MSN was implemented in Kopete 0.5 which is used in KDE 4