I got tired of looking at that Windows Messenger icon in the tool tray so I found a way to stop it from loading.
http://support.microsoft.com/kb/302089
You need to edit the registry so be careful!
In addition, you may want to disable the Windows Messenger Service, which sounds similar although it serves a different function. Still, it’s another source of possible spyware and viruses so you might as well disable it.
This program from all around super-tech guru Steve Gibson will do the trick. http://www.grc.com/stm/shootthemessenger.htm