For those of you that are getting this unknown directory and/or image requests. I've a question?
Are you on shared hosting or your own server?
The last three shared-hosts that I've had allowed open directories above my domain root to server their own images.
I caught bots crawling these images early on and installed blank index files into the same directories (didn't think that would be possible above my root, however it was).
I tried getting one host to set this by default in their own configuration and they replied that it was not possible.
All I've been getting from msn-media bot for some while is requests for existing images that support pages, and despite the images being contained in sub-directories that are off-limits in robots.txt.
Thus they may eat 403's until hell freezes over.