I asume that you are refering to the MSN messenger program which you can download from microsofts site.
However, for arguements sake if you are refering to the built in messenger program that comes with windows I can tell you how to delete this (since it's rather annoying to have spam messages pop up in the middle of a really tense moment of a game only to crash you out and ruin all of your work).
Before I start however it is worth noting that some aspects of programs rely on 'messenger' to operate properly. But this shouldn't be a concern for a regular user as it won't cause problems with every day programs that you run.
Right click and pull up the control menu on your 'my computer' desktop icon. Then click on the 'manage' option. This will bring up a new window called 'computer management. In the menu to the left of the window you should see a drop down list with 'computer management' at the top. If this isn't dropped down already, do so. You should now see 'system tools', 'storage' and 'services and applications'. You can to drop down 'services and applications' and then select 'services'.
This will brink up a list of system sub-components that help to run and operate windows. Though not all of them are require to actually make Windows run, messenger is one such component.
In the newly appeared list in the right of the window you should be able to see a particular component called 'messenger'. Right click on this to pull up the menu and then select 'proporties'.
This now brinks up the proporties options for this particular component. In the first section that appears (under the 'general' tab) you should see an option labelled 'startup type' which will probably have selected 'automatic'. Click this drop menu and then select 'disable'. Now just click okay any you're all done with this.
Now you can either restart your computer or you can again right click on 'messenger' and then select 'stop' from the menu. This should turn it off. And that is that.
