Greetings Chris,
Yep you're right, there's no way to "remove" someone.

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Jonathan Kay
Microsoft MVP - Windows Live Messenger/MSN Messenger/Windows Messenger
Associate Expert
http://www.microsoft.com/windowsxp/expertzone/
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> If you invite a 3rd person to your conversation, is there anyway to
> remove them from the conversation?? I assume that the only way to do
> this is to have everyone close their conversation windows.
>
> Thanks....