Just in case you missed the service announcement: MSDN2 has largely solved the problem of broken URLs that were forever plaguing the MSDN. If (like me) you've ever tried to find something in the MSDN only to discover that previous topics had been rearranged yet again and old links had been broken yet again, you should be able to appreciate the new scheme. It allows direct linking to .NET types through readable URLs (for example http://msdn2.microsoft.com/library/system.reflection.targetinvocationexception), different versions and even different languages. Most importantly, you can link to an article and have it "just work", serving the user the latest version of a topic in their preferred language.
In short: you can now safely link to MSDN topics — at least until they come up with MSDN3.