get yourself pop up cop it will stop 99.9% of pop ups but i think if you go to options in msn there will be a box to tick to stop the one youve displayed
windowspatch leads to http://www3.telus.net/dandemar/paypat.htm. The creator of this page uses the messenger service to make you pay for installing a hotfix which is available for free from Microsoft
Disabling the Messenger Service
To remove the ability for anyone in the world to pop up messages on your computer, you can disable the Messenger service. Its easy to reverse at a later time if you wish to do so.
Windows 2000
Click Start-> Settings-> Control Panel-> Administrative Tools->Services
Scroll down and highlight "Messenger"
Right-click the highlighted line and choose Properties.
Click the STOP button.
Select Disable or Manual in the Startup Type scroll bar
Click OK
Windows XP Home
Click Start->Settings ->Control Panel
Click Performance and Maintenance
Click Administrative Tools
Double click Services Scroll
down and highlight "Messenger"
Right-click the highlighted line and choose Properties.
Click the STOP button.
Select Disable or Manual in the Startup Type scroll bar
Click OK
Windows XP Professional
Click Start->Settings ->Control Panel
Click Administrative Tools
Click Services
Double click Services Scroll
down and highlight "Messenger"
Right-click the highlighted line and choose Properties.
Click the STOP button.
Select Disable or Manual in the Startup Type scroll bar
Click OK
Windows NT
Click Start ->Control Panel
Double Click Administrative Tools
Select Services-> Double-click on Messenger
In the Messenger Properties window, select Stop,
Then choose Disable as the Startup Type
Click OK
Windows 98 & ME
Windows Messenger Service cannot be disabled
In case anyone here running Win98 SE or earlier or even Windows ME (daredevils u are) the best way to block the built in messenger service is to block UDP ports 135, 137, and 138; TCP ports 135, 139, and 445 for incoming traffic.