Well, the regulations define a financial institution for the purpose of the 314(a) rules (at 31 CFR 103.100) to be any of the businesses listed in 31 USC 5312(a)(2). That list is extensive and definitely includes MSBs (and a lot of other businesses, too). The "transactions" covered by the 314(a) information requests include transactions that an MSB might handle (purchase of money orders, remittances and money transfers, for example).
So I agree with WigsOut's understanding of the rule. However, I don't believe that the FinCEN 314(a) program addresses the non-depository financial institution well. All of the 314(a)-related information focuses on depository institutions (for example, use of the call report to ID persons authorized to access the 314(a) Web site). None of the material I could find at
www.msb.gov mentions the 314(a) requirement.