One of the people in MSN often harassed me and deleted it from my contact list, but found that he could still send messages to me. What was this?

This is mainly because you did not prevent the contact from sending information to you before deleting it.

The correct way is to right-click the contact before deleting, and select "stop" in the pop-up menu, so that the user's head has a blocked sign.

If you delete this user at this time, you can completely reject the contact's information.