First find their RMA request form at their website, located here: http://www.msicomputer.com/msi_user/msi_rma/default.asp
. After they've emailed you back with different things to try, try them all (RMAing is never fun, try to avoid it as best as possible). Finally once they've determined that your motherboard is really dead, they'll send you an RMA number.
Place your motherboard back in its original box, in its original bag, which is an anti-static bag. If you don't have it get one, you'll recognize the material (kind of a thick plastic). Finally record the serial and product number (which should be on the box itself) and make sure you have em handy (though you might not need them). Place the box in another bigger cardboard box, with lots of foam peanuts and whatnot, along with a copy of the RMA sheet they emailed to you and that you should've printed out. Tape it up, write the RMA number TWICE (that's TWO TIMES) on the outside of the box, along with their address and your shipping address. Get over to your local post office and send it abroad.
You should receive a new (or repaired) one within two weeks, and MSI has a RMA tracking tool located here: http://126.96.36.199/eflow/rma_enduser.aspx
Dos and don'ts:
DO: Make sure the motherboard is in an anti-static bag. Static is a computer's worst enemy.
DON'T: Use crap around the house such as t-shirts and tissue paper to package your motherboard. Some of these can hurt the motherboard.
DO: Use a lot of peanuts. If your motherboard breaks during shipping, that's 130 bucks down the drain.
DON'T: Lose any of the numbers, RMA, Serial, or Product. Most of the time you won't need them but if you ever do and you lose them, well, just hang onto them.
DO: Expect a used board. Most of the time they'll send you a previously RMA'd board from someone else (but repaired and fully functional). Don't fuss though, good motherboards are among the longest living computer parts (if not abused).
Good luck with your RMA!
EDIT: Don't send back the components!