I have found a (quite destructive) way of fixing this up
Yesterday, I arrived at home and found my mother printing something at my computer (in which i had THE problem). She was about to log off her user when a WLM window popped up. ¡¡A NORMAL WLM WINDOW!! ¡¡WITHOUT THAT DAMNED FRAME!!
I have always suspected this had to do with configurations, but never found any relevant config anywhere (and I even sweeped through the register searching for "messenger" and "msnmsgr"), but, after cruising half the register (including the full HKCU hive for both my and her accounts), and since this was bugging me quite a lot, I took the clean way: ¿does WLM have anything wrong about my windows user account that it does not have about my mum's? Then... KILL MY WINDOWS USER AND CREATE ONE ANEW!!
Of course, I backed up some configs that I DID want to keep (Outlook Express identities, MY DOCS, Firefox bookmarks...) and DECRYPTED ALL THE NTFS-ENCRYPTED FILES (those are tied to your user accout, kill it and you can't access them anymore). And then... I did it. I went into safe mode (both to log in as Admin and to force all my win user account files closed), killed my account, moved the now dead folder at 'C:\Documents and Settings\ACCOUNTNAME' out of place (instead of deleting it, did I say "backup 'my docs'?" It's faster just to move it from the old folder) and created a new user...
Remember that you'll have to go through a permission nightmare if you have something like "protected" files belonging to your former user account: each user is identified NOT by its name, but by its ID#, which is now different (you might see something the likes of S-1-11654-0401876... if you look at the permissions of any file held by your former account: its ID no longer matches any on the system user table and cannot be assigned a name). I just took posession of everything (hehe) I had in my old account and set some basic permissions.
Oh, by the way... it worked