Oh, pleeeeze...
Yes, that's Windows Messenger. No, it's not Windows Messaging Service. Yes, you have no idea that it's loading at boot, because they introduced a bug back in the later builds of v4.7 that allows it to run in the background as a process. No, they don't consider it a bug, and they refuse to go back to the original design (MsnMsgr did not deviate from the original design). Yes, MsnMsgr and WinMsgr are two separate teams.
If you have set either MsnMsgr or WinMsgr to auto-logon, the last one to load is the proverbial "rotten egg". Meaning, WinMsgr will load and logon if it has the opportunity.
The really cool stuff is when you momentarily lose connectivity while using MsnMsgr, and suddenly receive an alert saying you've logged into a different machine...but it was just the background-running WinMsgr doing it (that has scared more than a few thousand people, trust me...and has been reported on this forum quite often).
Solution: open WinMsgr from the Start button, click Tools->Options->Preferences and uncheck "run when windows starts" and "allow to run in the background". This should solve the problem.