The solution is here. The other solutions didn't worked for me (as stated in this official page)
http://developer.pidgin.im/wiki/MSNCertIssue
(Obviously the later solution since we can't upgrade)
Try to logout and close pidgin completely and start again. You can copy files on the real folder or in a linked folder in /opt, but these are small files so it's not so terrible to have them in root partition.