3rd party program made by another company or programmer, that works with the 2nd party program
You, being the user are the first party
MSN, being the producer is that second party
and Trillian, which acts as MSN and can run MSN messenger without directly being MSN, is the third party, because its not MSN but it works similary
Also, if you have been phished, then change your password; you dont have to lose your account