To prevent Windows Messenger from running on a Windows XP Professional-Based Computer
Click Start , click Run , type gpedit.msc , and then press ENTER.
Double-click the following items to expand them:
Local Computer Policy
Computer Configuration
Administrative Templates
Windows Components
Windows Messenger
Double-click Do not allow Windows Messenger to run , and then click Enabled .
Click OK , and then quit the Group Policy snap-in.
NOTE : Group Policy Editor (Gpedit.msc) is not available on Windows XP Home Edition-based computers.
OR
simply delete the following Registry Key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run\MSMSGS