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Have more than 10,000 pages? How about 100,000 pages or even 1 million pages? Can't seem to get them all included in MSN within a reasonable amount of time? There is a thread on Digitalpoint that might be able to help you out. The thread starts with a webmaster asking how he can get the "rest" of his 1000K pages included in MSN. He explains that MSN will only spider the pages in the first and secondary levels of the site and then stops. Why you have that many pages to begin with I am not sure (forum?), but its a good question. I observed a larger site today with a similar problem. The simple answer to getting a large amount of pages indexed almost completely: submit a sitemap.
Some of the Digitalpoint members have some ideas, such as sitemap methods, get a ton of links, do some deep link building, link back to the homepage, and other advice. Great thread with some good answers.
Continued discussion at Digitalpoint Forums - How To Index A Huge Site
