I know Borg was interested in how to do this so I figure there are others that get those annoying Windows Messanger Service popup windows. Here is how you ensure they dont come up ever again.....
To get rid of these ads, turn off the messaging service.
For Windows 2000 and XP
* Go to start and click Run
* Type services.msc
* Double-click on Messenger.
* In the Messenger Properties window, select Stop, then choose Disable as the Startup Type.
* Click OK.
For Windows 95, 98, and ME
* Under Control Panel, select Add/Remove.
* Select Windows Setup.
* Select System Tools.
* Click Details.
* Uncheck WinPopUp.
* Click OK.
Oh yea one last thing.....screw Bill Gates for his assumption that anyone would want more spam to get through to their PC.