Windows Messenger "Service" (I use that term very loosly!) is one of the nuisances of Windows 2000 and XP. It allows pop-up ads to come up on your screen even when you are offline. But there's something you can do about it. To disable it, do the following:
Go to START > CONTROL PANEL
Depending on whether you have Control Panel set to show up in Classic View or Category View, what you'll see next will vary.
A. If you see a long list of icons, double-click the ADMINISTRATIVE TOOLS icon, then double-click SERVICES
B. If you see a list of catergories, click the PERFORMANCE AND MAINTENANCE icon, then click ADMINISTRATIVE TOOLS, then double-click SERVICES
They both get you to the same place.
In the SERVICES window which comes up, scroll down to where it says "Messenger Service" and double-click that line (you can also right-click it and select "properties").
Click the STOP button.
Where it says "start-up type" click the drop-down menu and select DISABLED.