First Google launched a Google Search Blog in May, then Yahoo launched YSearch Blog and now that Microsoft launched its own engine, they decided to launch the msnsearch's WebLog, yesterday.
The first entry at the blog read;
As you all know we have decided to join the fray and we have been listening to what you've had to say about our TechPreview. We've decided to start our own blog so that we can keep you all up-to-date on what's happening with our product, our team and our industry. Keep watching this space for updates.
Thank you Andy for finding this and I started a thread on this topic at Search Engine Watch Forums.