I think you may have answered your own question there. If you can get in to microsoft.com and others can not then it is unlikely that Sky are selectively blocking user access to specific sites - much more likely that certain IP ranges have not yet propogated through the various filters.
There was a post earlier on in this thread from someone registered as Sky Support, who gave a pretty plausible sounding answer. However this info doesn't seem to have reached the various levels of phone tech support at Sky (or they don't want to admit it). I placed four calls, and all went down the usual 'try this, change that, reset the other' road.
I went active on the 13th and still the access problems continue. I am currently trying to cancel my account.
Just to add...
www.myspace.com is not accessible for me.