Setting up products with Minimum Advertised Pricing

It's recommended that MSR price display is set in magento to the real price aside msrp on the pages.
The most appropriate option to do that is by setting Display Actual Price to gestures on your products.
Step-by-step guide
In Columns Map, set the price column to map on msrp attribute.
Under Replace empty values from Product Filters, add a rule to replace column price with the directive called Price - gives you the normal price.
This has the following consequences:
For simple products, it will use MSRP if it exists, if not, it will use the normal price.
For configurable, it will use the configurable MSRP. If empty, it will use the configurable normal price.
For children of configurable, it uses MSRP if it exists. If empty, it will get the price from the configurable + options. If you're using SCP (simple configurable products), it will in fact use simple pricing.
The sale_price will not take MSRP into consideration as promos won't be ever applied to msrp. You could output MSRP in lieu of sale_price if you'd like, just do the same 2 steps outlined above.
You shouldn't overwrite msrp or price attributes in the Configurable attribute overwrite section. This may lead to unwanted behavior. Set MSRP on configurable products and all their children.