Greek,
I think you may be onto something with filenames that have spaces ->%20’s and problems getting indexed in MSN. I am doing a test on this right now and will post the results once I am certain-BUT Google and Yahoo do not have any problems with these types of filenames.
But, I have to take issue with your page names (.html files) having stop words that can cause problems. I often name my pages the title of the article on that page. So if I make a page with an article entitled, “What is an Online Casino” I may very well name it ../what_is_an_online_casino.html and I have NEVER EVER had a problem naming my files this way.
This has just been my experience, so take my comments for what they’re worth.
Original Poster,
Your site appears incomplete. I am not seeing any Body yet in IE6 and you have many broken links. I would ask for another critique once you have developed your site more fully. Good luck!!