I have been trying to shut down the messenger service for a while now. I took it out of the start menu and still it returns. I dont remember where but i believe I even took it out of msconfig somewhere, but still it returns
You could also "disallow" it to run on your machine by using the group policy editor. Go to start-run then gpedit.msc . You will find all kinds of cool things to play with in there. But when disabled it will not start at all. I didnt want to unistall it because it is the fastest way to use the PC to PC feature, which is cool if your always helping family or friends.