Microsoft has equipped its applications with wonderful help files. The
information you want is right there, however as it may be beyond you at this
time, I have copied it out below.
Do try to use Help more frequently as you will get the correct information
and best responses from there.
To stop the Windows Messenger program from starting automatically
In the Windows Messenger main window, click the Tools menu, and then click
Options.
On the Preferences tab, clear the Run Windows Messenger when Windows starts
check box.
You can start Windows Messenger manually from the Windows Start menu