Stop Windows Messenger from loading

Open Windows Messenger or MSN Messenger, Go to Tools->Options. Click on the Preferences Tab. Then un-check "Run This program when Windows Starts."
Then If you use Outlook Express also go to tools->options in OE then uncheck "Automatically log on to MSN Messenger Service. (You may have to do this in Outlook also.)
Or In Windows XP, Navigate to (regedt32): HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run and delete MSMSGS.