all you need to do is go to the management console, select services, find messenger in the list and stop it.
This has nothing to do with msn or windows messenger.
The messenger service was written by microsoft for network purposes. It enables sysadmins to send messages to computers on a network such as "printer is out of ink", or "<a resource> is undergoing maintenace and will not be availiable until <time>"
If you don't have a network, disable it, or otherwise, if you don't use it still disable it.