True, you do not need to submit. However, If your site or specific page, is not found for a certain "keyword/keyphrase" it sure helps on MSN. Use the "not satisfied with the results - help us improve". It seem to me that this works very well for new pages, you like to get included and dont like to wait for the spider to come around. But never ever do this for Google, if you have a new site it will end up in the sandbox!
I've seen it!

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Robert Greenbucks