Hiya! Welcome to the forums!
You simply installed the sponser program. Please folow my steps on how to un-install it:
1: Close msn messenger.
2: Go to start, settings, add/remove programs
3. Pick Messenger Plus
4. Uninstall it completly, and save your preferences.
5. Re run the setup for messenger plus
6. DO NOT let the sponser program install on your computer
You are asked if you want to install or if you dont want to install the sponser program. So simply following those steps will help you. If you do not wish to install the Sponser program, that is no problem. You still get the FULL version and everything.
[edit]
I didnt mean spyware program. i meant sponser