YES!!!! I have defeated the evil MSN Messenger auto-load when accessing Hotmail. Since I don't have any sites in my "Restricted Sites" security setting, I threw *.hotmail.com *.hotmail.passport.com and *.hotmail.msn.com on there and then turned everything to Prompt until I could figure out which thing was letting it load. Now I have everything turned back on, except for that one, which is now disabled 
That crucial one is "Script ActiveX controls marked safe for scripting". Set that sucker to "disable" and no more freaking automatic loading of MSN Messenger when you sign into your Hotmail
It was really annoying me anyway, but ever since a few weeks ago when Messenger started blue-screening my computer every time it loaded, it was getting time to do something about it.
That crucial one is "Script ActiveX controls marked safe for scripting". Set that sucker to "disable" and no more freaking automatic loading of MSN Messenger when you sign into your Hotmail
It was really annoying me anyway, but ever since a few weeks ago when Messenger started blue-screening my computer every time it loaded, it was getting time to do something about it.