There are two versions of Messenger. Windows Messenger which is built into
the Windows Operating System and then there is the version of Messenger that
you just upgraded to, Windows Live Messenger. Windows Live Messenger does
not overwrite Windows Messenger. If you are trying to prevent Windows
Messenger from loading at start-up, go to the Preferences tab of Windows
Messenger and un-check "Run Windows Messenger when Windows starts" and also
un-check "Allow Windows Messenger to run in the background" then click OK.