I got tired of looking at that Windows Messenger icon in the tool tray so I found a way to stop it from loading.
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