If your going to File > Print  and Marking "E-mail password protected client." This is not going to work with MSN e-mail. 

You are going to select File > Print Options > Printer, PDF, and DMS Setup. On the top right column check the box "Password protected PDF files for returns."

Then print the return to PDF.  That will put the return in c:\ProPDF\2024 

Next create a new E-mail in MSN like you normally would and attach they PDF you just created in c:\ProPDF\2024 (that is the default PDF location for standalone installs)

The KB below will tell you about the password. 

Then just send the e-mail like any other e-mail you would send. 

Hope this helps.

How to create a password-protected PDF in ProSeries Professional