Configuring preferences and options in Outlook.com
There have been several people saying "let me help you with this issue" and did absolutely nothing. If you can't help with the redirect, shut your mouth and don't reply.
It's something Microsoft have done to get people to visit MSN. It's unnecessarily asinine and no one will do anything about it because they can't.
Simple answer: No, there is nothing you can do about Microsoft's setting to re-direct you to their Yahoo wannabee MSN page.