For a lot of my keywords I rank well in Google, while in live my site in nonexistant. Is there some trick to getting a website indexed into the live search or what?

Usually that is the other way around. Many notice a good better rank in MSN than in Google.
MSN is easier, since you just have to stuff yor pages with keywords and that will get you to the first page.

Anyway, MSN (or live) bring so little traffic that you really shouldn't worry about it.