The extent to which users click on natural search vs. paid for advertising will vary, as you would expect, based on the degree and style of integration of the PPC results. The more clearly separated on the search results, the more likely the user is to favour natural search.

That relates that to the most popular search engines as follows:   

                   Organic             Paid           

Google      72.3%               27.7%

Yahoo!       60.8%               39.2%

MSN           28.8 %             71.2 %

AOL            50 %                 50  %

* according to data from iProspect, Survey Sampling International, Web Surveyor, and Stratagem Research.

So if you want traffic from MSN you pay for it, from Google you add relevant content and devote budget to SEO.