Completely possible. I play it with some cocky-funny, usually throw the Cube routine in early if I don't know her very well to give me some information to work with (usually I get it pretty close, but when I don't she'll tell me where I went wrong and then they tend to forget the negatives and remember how well I read them ;P) I'll hold back the results for a while, make her work for it
Her: "tell me what it means!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!"
Me: "It... doesn't mean anything

"
Her:"

i hate you... tyler."
Me: "Tyler? Jeez, you don't even remember my name!"
...
Her:"i cant type"
Me: "Tssk. Apparently"
Her:"you've got me all nervous

"
Me: ":-O I think you're moving a bit fast for me, I need to get to know you better first"
And so on. I didn't give her the results for a full five minutes. (For the record, I know this part didn't help your particular situation much, but it might be of use in the future)
Accuse her of hitting on you. Alot. Everything she says is a pickup line. Basically you're running regular game without the body language, so you have to be able to pick up clues about how she's feeling from things like her screen name, what music she's listening to, and what she's saying to you. It's really not any harder than regular game, just with a different focus. Use the question game if things start to get dull, but don't rely on it. It's a great tool in comfort, or to make her see you're the kind of guy she wants to be with, but if you overuse it, it can get boring. Which is not what we want.
One of the best parts about MSN game, is that you have much more time with which to decide whether you want to invest more time in this, because she's able to hold multiple conversations at once and thus doesn't feel pressed for time. Wow, I used time alot in that sentence.
Also, make sure you're having fun. That'll come through in your.. I suppose tone is an appropriate word, though I hesitate to use it in this context. This'll make her want to keep talking to you. Challenge her to a game of checkers, uno, whatever. You want her to be having fun too.
One last tip that's been great for me is to always use semi-proper grammer. You know, capitalizing at the beginning of sentences, proper use of commas and elipses, proper spelling. It creates an aura of sophistication that most people lack when they're chatting online. One thing I almost never do though is put a period at the end of a sentence. I find it causes a feeling of finality and discourages further debate of a point. That's just me though, you can try both ways and see what works for you.
Good luck mate
TT