Melkor when he was first created was given, like the rest of the Ainur, that which we call 'Free Will' That is he could make choices within certain limitations. But when he 'Sprung from the Thought of Iluvatar' he must have had some darkness within him. This darkness can only have come from Iluvatar himself as all that the Ainur were in the begining came from the One. Melkor was not the only Ainu to be possesed of this darkness.
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For Manwë was free from evil and could not comprehend it, and he knew that in the beginning, in the thought of Ilúvatar, Melkor had been even as he; and he saw not to the depths of Melkor's heart, and did not perceive that all love had departed from him for ever. But Ulmo was not deceived, and Tulkas clenched his hands whenever he saw Melkor his foe go by; for if Tulkas is slow the wrath he is slow also to forget.
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from the Silmarillion: chapter 6, of the unchaining of Melkor.
So we have Manwe who "was free from Evil and could not comprehend it" while Ulmo "was not deceived" and Tulkus who "is slow to forget". Both Ulmo and Tulkas had to have some darkness within to understand the Darkness of Melkor, while Manwe had no darkness as is shown by his complete lack of understanding of Melkor.
So in the begining all of the Ainur were of different parts of Iluvatar, some light some dark most inbetween. All then had chances to grow and choices of how to grow. Melkor decided to to alone into the void and conceived thoughts unlike the rest of the Ainur. This was his choice and the path he Chose.
In saying this, he could not have chosen this path unless he had darkness from Iluvatar in the first place, Manwe could not have chosen to walk this as he had not the means of concidering it. So we seem to have the opposite ends of Iluvatar's spectrum of thought in Melkor at the Darkest and Manwe at the lightest with all the rest somewhere in between. So Melkor was made in the begining the greatest of the Ainur and was also given the greatest freedom of action to decide his path. Manwe although only slightly less powerful was given almost no freedom. Then Iluvatar gave the Ainur themes to improvise about, something like a map with a start and an end but no paths. The paths were then given in the Music made by the Ainur. It was at this point that Melkor started to show what he had done with the freedom allowed him by Iluvatar in that he wove into the music discords and thoughts that were not in tune. Iluvatar used Manwe to fight against all that Melkor did.
So in my opinion Melkor was not Evil by Nature, he was he was dark by nature but had the freedom to choose his path. His darkness would tend to push him toward evil however. So it looks like Iluvatar wanted him to rebel and hoped he would do so. Manwe on the other hand was there to put limits on Melkor, he had no other perpose. When the thoughts of Melkor went too far, Iluvatar would start a new theme using his puppet Manwe.
Conclusion:
Melkor - Dark by nature, Evil by choice.
Manwe - Light by nature, Puppet by no choice.
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