They are a real pain, and so obscene. You can switch it off though.
If I remember right, if you go to start>control panel>Administrative services>services>
Then all you need to do is find messenger and switch it off then set the start up type to disabled.
Its not needed for anything unless you have a LAN, but I suppose if you used it you would know about it, if you get me
HTH
edit Thanks Kronas, you beat me.