Stuck in Iowa

1. Start Registry Editor. To do this, click Start, click Run, type regedit.exe, and then click OK.

If the following registry subkey already exists, go to step 6:

HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Messenger\Client
2. Click the following registry subkey:
HKEY_LOCAL_MACHINE\Software\Policies\Microsoft
3. On the Edit menu, point to New, and then click Key. Type Messenger for the name of the new registry key, and then press ENTER.
4. Click the following registry subkey: key:
HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Messenger
5. On the Edit menu, point to New, and then click Key. Type Client for the name of the new registry key, and then press ENTER.
6. Click the following registry subkey: key:
HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Messenger\Client
7. On the Edit menu, point to New, and then click DWORD Value. Type PreventRun for the name of the new DWORD value and then press ENTER.
8. Right-click the PreventRun value that you created in step 7, and then click Modify. In theValue data box, type 1, and then click OK.
9. Quit Registry Editor.

Useful Link:
How to prevent Windows Messenger from running on a Windows XP-based computer
Windows XP FAQ: How do I remove Messenger?
http://myitforum.techtarget.com/articles/15/view.asp?id=7033

If for some reason you want to reinstall MSN Messenger just visit http://www.microsoft.com/windows/messenger and download the latest version.