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How to Prevent Windows Messenger from Running on a Windows XP-Based Computer
By default, Windows XP Professional and Windows XP Home Edition install
Windows Messenger, and the user interface does not provide a way to remove
or to uninstall Windows Messenger.
http://support.microsoft.com/?kbid=302089 (4.4, 4.5, 4.6. 9/23/2003)

Messenger Service Window That Contains an Internet Advertisement Appears
A Messenger service window appears that contains an Internet advertisement
that is similar to the following text:
Messenger Service
Message from source to your_computer_name.ISP_name on date time Message Text
http://support.microsoft.com/?kbid=330904 (XP/W2000 11/4/2003)

Stop Messenger SPAM
http://www.spywareinfo.com/articles/spam/messenger.php

Stop Messenger SPAM
The developer of the messenger spam software indicates on their web site
that "these messages are completely anonymous and virtually untraceable.
With this program your IP address never shows up anywhere."
http://www.stopmessengerspam.com/