I'm not familiar with a Messenger update program, only the messenger.
You can turn Messenger off in Start/Control Panel/Adminiistrative
Tools/Services. Once in the Services windows, scroll down the list to
Messenger. Right-click it and select Properties. Look under Start Up
Type and select 'Disabled'. Enter OK at bottom of Window. This should
stop the kind of advertising used by spammer via the Messenger
service.
You may be getting them from Spyware as well. If turning off messenger
doesn't help, get a Spybot remover, Adaware from Lavasoft and/or
Hijack This. The latter prints a log letting you see running processes
that may be spyware and lets you see programs added to HKLM...Run for
automatic start up.