A couple of options for you. You can provide the model number of your laptop or chipset and I can see what I can find or you can access your BIOS and look for AT Technology option. Typically it is found in the advanced section of the menus.
Probably the easiest would be to use our automated tool for determining the Anti-Theft Technology functionality. It is found here
Another option for you is to install the Intel Anti-Theft trial software (http://atservice.intel.com/trial) and if your laptop supports AT Technology it will install, otherwise it will tell you your laptop does not support Anti-Theft.
I recommend going to the BIOS and check to make sure the AT Technology option is enabled. It should be on by default from the manufacturer, but just to sure your should check.
Intel® Anti-Theft Technology (Intel® AT) is now available on all 3rd Generation Intel® Core™ processor powered Ultrabook™ devices and on select Intel® Core™-enabled laptops.
I suggest checking with MSI* to determine of your specific laptop is one of the "select Intel® Core™-enabled laptops".