You can never be too rich, too thin, or have to much RAM. With a 1GB SODIMM available for under $20 these days, adding memory to your notebook is a no-brainer upgrade.
The MSI Wind comes with either 512MB or 1GB pre-installed, but the machine will recognize up to 2GB and it comes with an empty memory slot which will allow you to add an additional 1GB module for increased performance.
What do you need to get started? Assuming, you're willing to void the warranty, just buy a 1GB DDR2-5300 SODIMM, grab a mini philip's head screwdriver, and follow these simple instructions.