If you go to Start > All Prog's > Administrative Tools > Services
You will be able to find "messenger". if you double-click on it, you will be able to see if there is anything on your machine that depends on it to run. If not, you can change the startup type to "disabled". That will keep it from running between startups. The only thing is, if you have a prog or app that depends on it, it either won't start or won't run.
Popups are one of the most annoying things. The google toolbar collects info on your browsing habits, but Ad-Aware has one that is pretty effective as well and will also protect you from browser takeovers. You have to pay for the upgrade, but at least they aren't into your biz with data mining software.