its not windows messenger its messneger service
Windows 2000
Click Start-> Settings-> Control Panel-> Administrative Tools->Services
Scroll down and highlight "Messenger"
Right-click the highlighted line and choose Properties.
Click the STOP button.
Select Disable or Manual in the Startup Type scroll bar
Click OK
Windows XP Home
Click Start->Settings ->Control Panel
Click Performance and Maintenance
Click Administrative Tools
Double click Services Scroll
down and highlight "Messenger"
Right-click the highlighted line and choose Properties.
Click the STOP button.
Select Disable or Manual in the Startup Type scroll bar
Click OK
Windows XP Professional
Click Start->Settings ->Control Panel
Click Administrative Tools
Click Services
Double click Services Scroll
down and highlight "Messenger"
Right-click the highlighted line and choose Properties.
Click the STOP button.
Select Disable or Manual in the Startup Type scroll bar
Click OK
Windows NT
Click Start ->Control Panel
Double Click Administrative Tools
Select Services-> Double-click on Messenger
In the Messenger Properties window, select Stop,
Then choose Disable as the Startup Type
Click OK