OK-The messenger port can be set to 'manually' start instead of 'auto'(when windows boots up) by going to-control panel, administrative tools, services, messenger. Set it to 'manual'. I had the same pop-up crap from advertisers-really damn annoying (especially during a quake game,which happened many times!) Since setting to manual, I havent had a single pop-up ad, and I havent noticed any side effects of shutting it down at all! Hope this helps-regards, r4d1sh!
To r4d1sh: The pop up ads you mention can be stopped by going into services in administrative tools and disabling 'messenger'. This is NOT the same as windows messenger, they're completely different processes. Problem solved.