Ownership Submission
FORM 4
Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES

Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934, Section 17(a) of the Public Utility Holding Company Act of 1935 or Section 30(h) of the Investment Company Act of 1940
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(Print or Type Responses)
1. Name and Address of Reporting Person *
COX THOMAS
  2. Issuer Name and Ticker or Trading Symbol
MSC INDUSTRIAL DIRECT CO INC [MSM]
5. Relationship of Reporting Person(s) to Issuer
(Check all applicable)
_____ Director _____ 10% Owner
__X__ Officer (give title below) _____ Other (specify below)
EVP of Sales
(Last)
(First)
(Middle)
3. Date of Earliest Transaction (Month/Day/Year)
04/03/2006
(Street)

 
4. If Amendment, Date Original Filed(Month/Day/Year)
6. Individual or Joint/Group Filing(Check Applicable Line)
_X_ Form filed by One Reporting Person
___ Form filed by More than One Reporting Person
(City)
(State)
(Zip)
Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned
1.Title of Security
(Instr. 3)
2. Transaction Date (Month/Day/Year) 2A. Deemed Execution Date, if any (Month/Day/Year) 3. Transaction Code
(Instr. 8)
4. Securities Acquired (A) or Disposed of (D)
(Instr. 3, 4 and 5)
5. Amount of Securities Beneficially Owned Following Reported Transaction(s)
(Instr. 3 and 4)
6. Ownership Form: Direct (D) or Indirect (I)
(Instr. 4)
7. Nature of Indirect Beneficial Ownership
(Instr. 4)
Code V Amount (A) or (D) Price
Class A Common Stock, $.001 par value 04/03/2006   M   10,000 A $ 7.75 21,693 D  
Class A Common Stock, $.001 par value 04/03/2006   M   2,826 A $ 13.9375 24,519 D  
Class A Common Stock, $.001 par value 04/03/2006   M   12,000 A $ 14.5 36,519 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   300 D $ 52.69 36,219 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   600 D $ 52.7 35,619 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   300 D $ 52.71 35,319 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   400 D $ 52.72 34,919 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   1,500 D $ 52.74 33,419 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   700 D $ 52.75 32,719 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   100 D $ 52.76 32,619 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   100 D $ 52.77 32,519 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   900 D $ 52.78 31,619 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   400 D $ 52.8 31,219 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   500 D $ 52.81 30,719 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   100 D $ 52.84 30,619 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   400 D $ 52.89 30,219 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   400 D $ 52.9 29,819 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   200 D $ 52.93 29,619 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   500 D $ 52.94 29,119 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   400 D $ 52.95 28,719 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   500 D $ 52.96 28,219 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   400 D $ 52.97 27,819 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   100 D $ 52.98 27,719 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   100 D $ 52.99 27,619 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   200 D $ 53.04 27,419 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   100 D $ 53.05 27,319 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   300 D $ 53.06 27,019 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   300 D $ 53.12 26,719 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   800 D $ 53.15 25,919 D  
Class A Common Stock, $.001 par value (6) 04/03/2006   S   200 D $ 53.25 25,719 D  

Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
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Table II - Derivative Securities Acquired, Disposed of, or Beneficially Owned
(e.g., puts, calls, warrants, options, convertible securities)
1. Title of Derivative Security
(Instr. 3)
2. Conversion or Exercise Price of Derivative Security 3. Transaction Date (Month/Day/Year) 3A. Deemed Execution Date, if any (Month/Day/Year) 4. Transaction Code
(Instr. 8)
5. Number of Derivative Securities Acquired (A) or Disposed of (D)
(Instr. 3, 4, and 5)
6. Date Exercisable and Expiration Date
(Month/Day/Year)
7. Title and Amount of Underlying Securities
(Instr. 3 and 4)
8. Price of Derivative Security
(Instr. 5)
9. Number of Derivative Securities Beneficially Owned Following Reported Transaction(s)
(Instr. 4)
10. Ownership Form of Derivative Security: Direct (D) or Indirect (I)
(Instr. 4)
11. Nature of Indirect Beneficial Ownership
(Instr. 4)
Code V (A) (D) Date Exercisable Expiration Date Title Amount or Number of Shares
Options (right to buy) (1) $ 7.75 04/03/2006   M     10,000   (2) 10/19/2009 See Footnote (5) 10,000 $ 0 0 D  
Options (right to buy) (1) $ 13.9375 04/03/2006   M     2,826   (3) 11/09/2010 See Footnote (5) 2,826 $ 0 8,788 D  
Options (right to buy) (1) $ 14.5 04/03/2006   M     12,000   (4) 09/21/2011 See Footnote (5) 12,000 $ 0 12,000 D  

Reporting Owners

Reporting Owner Name / Address Relationships
 Director  10% Owner  Officer  Other
COX THOMAS

 
      EVP of Sales  

Signatures

 /s/ Thomas Cox   04/05/2006
**Signature of Reporting Person Date

Explanation of Responses:

* If the form is filed by more than one reporting person, see Instruction 4(b)(v).
** Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
(1) Options to Purchase Issuer's Class A common stock, $.001 par value
(2) An option to purchase 50,000 shares of the Issuer's common stock, par value $.001 per share, was issued to the Reporting Person under the Issuer's 1998 Stock Option Plan. One fifth of such option became exercisable on each of October 19, 2000, October 19, 2001, October 19, 2002, October 19, 2003 and October 19, 2004.
(3) An option to purchase 50,000 shares of the Issuer's common stock, par value $.001 per share, was issued to the Reporting Person under the Issuer's 1998 Stock Option Plan. One fifth of such option became exercisable on each of October 19, 2001, October 19, 2002, October 19, 2003, October 19, 2004 and October 19, 2005
(4) An option to purchase 60,000 shares of the Issuer's common stock, par value $.001 per share, was issued to the Reporting Person under the Issuer's 2001 Stock Option Plan. One fifth of such option became exercisable on each of September 21, 2002, September 21, 2003, September 21, 2004 and September 21, 2005. The balance of such option becomes exercisable on September 21, 2006.
(5) Class A Common Stock, $.001 par value.
(6) Because the SEC's electronic filing system does not allow for the disclosure of more than 30 transaction on one Form 4, the Reporting Person is filing 3 simultaneous Form 4's to report his reportable transactions all of which together shall be deemed a single report filed on this date. This is the 1st Form 4 of the 3 filings

Note: File three copies of this Form, one of which must be manually signed. If space is insufficient, see Instruction 6 for procedure.

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