There was a security bulletin out a while back that advised users to turn off the "messenger service" since it is intended for business network management.
When I went to turn mine off it already was. Seems to be random (or a function of which patches you've accepted) whether yours is on or not.
If you feel you need the serivce right click my computer select manage select services and apps then services look for and double click messenger then in the pop up window hit start or stop as desired. It must be turned on on allcomputers. Note this service has nothing to do with IM, MSN Messenger, etc.