The MP3 was the limited production protege in 2001...the first year the 2.0L became available...and it had a different ECU, among other performance/appearance mods, that gave it 10 more hp than the the stock ES sedan...
the MSP was released for 03...and it was turbocharged to offer 40 more hp than the standard sedan and wagon...appearance wise it was similar to the MP3, with slightly different wheels...and there was a mid year cycle change where the MSP recieved a front bumper cover, lack of foglights, and darker wheels among a few other things...
the MP3 was only available in blue or yellow...the MSP was initially black or orange, and then became available in yellow, blue, and titanium for the 03.5's...