Close :) (or spot on if it's an old version of messenger)
Either stop it starting when windows loads by clicking on the options link on the messenger sign in screen and on the start up options take the tick out from load windows messenger when windows starts.
Or remove it totally by looking in control panel then add remove program or programs and feature, or uninstall a program (depends on version of windows and how it's setup).... once there look for windows live essentials and uninstall that, there are several part of live essentials so if you use any of the other bits just reomove the messenger part when given the option.