Sign on to windows live messenger
Click the Down Arrow that which allows you to select online, busy, away, etc and go to the bottom and select "Options"
Choose the "General" tab
Un-check the box beside, "Automatically run Windows Live Messenger when I log on to Windows".
Click the "Accept"
An easier way to do this is:
Click Start
Click Run
type in msconfig
Click on the Start Up Tab
Un-check the box for Windows Messenger.
Click Apply then Click OK
Either which is Easier for you, is all you need to do.
Best of luck to You. Hope this information helps.