do as HZence says... if you go into the admin panel and turn off the messenger service then you're turning on Windows NT 5.x's internal<->external messaging system.
the Messenger Service is what allows those pesky advertisers to bombard you with popup adverts. Service Pack 1.01 turns it off as default anyways.
if you turn messenger off in the options this will only affect 5.x/6.x not 4.x (particularly 4.7) which is Windows Messenger not MSN Messenger; confusing but one using .Net the other doesn't so they both run equal instances.
the only surefire way i've found sofar to stop it from booting up on startup is to actually rename the msmgr.exe in
-device[0]//program files//messenger//
as sometimes when you turn it off, Windows reactivates it again.
also giving it a dummy name will not stop it from booting up but will stop it logging on.
i truely cannot stand Windows Messenger 4.x ... they screwed around with it so much for XP it was pathetic.
P4-M 1.3Ghz | 512mb DDR PC1800 | GeForce FX 5600 Go! 53.03 | DirectX9.0b SDK | C-Media 8738/C3DX | Windows XP 2004