Don't know how the poster solved the problem but the proper way to stop Windows Messanger (including msmsgs.exe) is:
run regedit
go to Local Machine -> Software -> Policies -> Microsoft
create a new key named Messanger
go to that new key
create a new key named Client
go to that key, so now you are in Local Machine -> Software -> Policies -> Microsoft -> Messanger -> Client
create a new DWORD value PrevenRun
modify the value to 1 (PreventRun = 0x00000001)
quit the editor
That's it! (It is all described in an MS knowledge database article)
What's wrong with other methodes:
Uninstalling in the Add/Remove Windows components - doesn't uninstall Windows Messanger, doesn't stop msmsgs.exe from running, but no icon in the Start Menu. (only WindowsXP SP1)
Running the command RunDll32 advpack.dll,LaunchINFSection %windir%\INF\msmsgs.inf,BLC.Remove - no more Windows Messanger, but that can cause other trouble and is not recommended by MS.
Havn't tried the services.msc methode (but I think it's also good).
(Oh and I recently noticed that msmsgs.exe causes increased CPU usage every 2 minutes, on both of my pc's synchronized, which results in some seriouse lag on the gateway pc. That;s why I had to figure out how to disable it for good).