State of constant confusion!
What operating system are you running? If it is Windows XP I may be able to help a little...
Click Start > Control Panel > Administrative Tools > Services
Scroll down to Messenger in the list and right click it then click Properties from the pop-up menu. Under Start up type select DISABLE then click OK or Apply. You may need to restart your computer after doing so.
Here is a link to a list of other Services that you may be able to safely disable on your computer ... http://www.zdnet.com.au/insight/0,39023731,20280986,00.htm
Good luck. Hope this helps!