MSM stands for methylsulfonylmethane. It is claimed to be some sort of antioxidant and is used to treat arthritis in horses. There are web pages all over the place full of fanciful claims (like it is produced in the body, which appears not to be the case). At one point, some people here used (and may still?) it with some apparent measure of success. I don't know what it could do really, perhaps supply one with sulfur, and since there is no evidence beyond that, I'd reckon that to be a placebo response.