That's just netsend it has nothing to do with messenger, if you want to block ads from being downloaded to messenger you block global.msads.net (this also blocks microsoft's web-advirtising). I suggest you add all this to your host file (maybe someone will reply with more sites to add?)
I should warn you that blocking www.update.microsoft.com will void your EULA and blocking all the microsoft crap does have some negative effects. Because of this you might find the need to unblock some of the sites from time-to-time. You must restart after editing hosts before it takes effect. In Windows 98 the file is C:\WINDOWS\HOSTS (it might have the SAM extention, if it does remove it to make it active), in XP the file is in C:\WINDOWS\system32\drivers\etc.
Also I found the lists on the web, All I did was steal them.
code:
# Microsoft crap
127.0.0.1 global.msads.net
127.0.0.1 alerts.msn.com
127.0.0.1 rad.msn.com
127.0.0.1 c.msn.com
127.0.0.1 g.msn.com
127.0.0.1 svcs.microsoft.com
127.0.0.1 www.update.microsoft.com
#
# The following is to kill off web advertisements
#
# This also kills some user-tracking cookie servers.
#
# This works best if you run a web server that sends a redirect to
# a transparent image for non-found errors.
#
# This list has grown up over time. No effort has been made to verify that all
# the hosts listed here still exist.
#
# A few servers serve ads with URLs based on IP numbers instead of host names.
# The following IP numbers are for hosts that serve ads:
# 159.33.1.57
# 199.172.144.25
# 208.143.212.30
# 208.178.101.42 ww2.salon.com
# 208.178.101.43 ww3.salon.com
# 208.178.101.46 ww6.salon.com
# 209.207.224.220
# 209.249.169.51 imgfarm.sjc.mediaplex.com.
# 216.34.88.243 ???.avenuea.com
# Unfortunately, I can't deal with those here. Instead, use netconf
# to specify ip aliases for those addresses on the loopback device.
127.0.0.1 view.atdmt.com
127.0.0.1 ads.isoftmarketing.com
127.0.0.1 a.tribalfusion.com
127.0.0.1 imageserv2.imgis.com
127.0.0.1 cw.cache.imgis.com
127.0.0.1 fp.cache.imgis.com
127.0.0.1 adforce.imgis.com
127.0.0.1 adforce.ads.imgis.com
127.0.0.1 ad.doubleclick.net m.doubleclick.net m1.doubleclick.net ln.doubleclick.net
127.0.0.1 ad2.doubleclick.net
127.0.0.1 ad.au.doubleclick.net
127.0.0.1 ad.uk.doubleclick.net
127.0.0.1 ad.de.doubleclick.net
127.0.0.1 ads01.focalink.com ads02.focalink.com ads03.focalink.com ads04.focalink.com ads05.focalink.com
127.0.0.1 ads06.focalink.com ads07.focalink.com ads08.focalink.com ads09.focalink.com ads10.focalink.com
127.0.0.1 ads11.focalink.com ads12.focalink.com ads13.focalink.com ads14.focalink.com ads15.focalink.com
127.0.0.1 ads16.focalink.com ads17.focalink.com ads18.focalink.com ads19.focalink.com ads20.focalink.com
127.0.0.1 ads21.focalink.com ads22.focalink.com ads23.focalink.com ads24.focalink.com ads25.focalink.com
127.0.0.1 ads26.focalink.com ads27.focalink.com ads28.focalink.com ads29.focalink.com ads30.focalink.com
127.0.0.1 ph-ad19.focalink.com
127.0.0.1 ads.smartclicks.com
127.0.0.1 fooladserver.fool.com
127.0.0.1 fooladserver1.fool.com fooladserver2.fool.com fooladserver3.fool.com fooladserver4.fool.com
127.0.0.1 ad.preferences.com media.preferences.com gm.preferences.com static.preferences.com
127.0.0.1 adfu.blockstackers.com
127.0.0.1 www.ad.tomshardware.com
127.0.0.1 maximumpcads.imaginemedia.com
127.0.0.1 a32.g.a.yimg.com
127.0.0.1 us.a1.yimg.com
127.0.0.1 ads.weather.com
127.0.0.1 www.adclub.net
127.0.0.1 leader.linkexchange.com
127.0.0.1 commonwealth.riddler.com
127.0.0.1 server3.pennyweb.com
127.0.0.1 www.burstnet.com
127.0.0.1 ad-adex3.flycast.com
127.0.0.1 dar-ad.flycast.com
127.0.0.1 adex3.flycast.com
127.0.0.1 360interactive-ad.flycast.com
127.0.0.1 www.eads.com
127.0.0.1 www.computercontrolled.com
127.0.0.1 image.eimg.com
127.0.0.1 jeeves.flycast.com
127.0.0.1 ads.fool.com
127.0.0.1 ads.adflight.com
127.0.0.1 ads.fp.sandpiper.net
127.0.0.1 ads1.zdnet.com ads2.zdnet.com ads3.zdnet.com ads4.zdnet.com ads5.zdnet.com
127.0.0.1 ads.web.aol.com
127.0.0.1 static.admaximize.com
127.0.0.1 ads.freshmeat.net
127.0.0.1 banner.orb.net
127.0.0.1 ads.msn.com
127.0.0.1 ads.bankrate.com
127.0.0.1 ads.x10.com
127.0.0.1 ads.ilife.com
127.0.0.1 UGO.eu-adcenter.net
127.0.0.1 image.accendo.com
127.0.0.1 banners.egroups.com
127.0.0.1 ads.station.sony.com
127.0.0.1 ad.linkexchange.com
127.0.0.1 banner.linksynergy.com
127.0.0.1 adcreatives.imaginemedia.com
127.0.0.1 Ogilvy.ngadcenter.net
127.0.0.1 www.websponsors.com
127.0.0.1 image.ugo.com
127.0.0.1 netadsrv.iworld.com
127.0.0.1 ads.lycos.com
127.0.0.1 ads.idahostatesman.com
127.0.0.1 ads.admonitor.net
127.0.0.1 ads.ecircles.com
127.0.0.1 image.linkexchange.com
127.0.0.1 websponsors.com
127.0.0.1 a1896.g.akamaitech.net
127.0.0.1 a8.g.akamaitech.net
127.0.0.1 a1868.g.akamai.net
127.0.0.1 a1444.g.akamai.net
127.0.0.1 a852.g.akamai.net
127.0.0.1 ads.tromaville.com
127.0.0.1 adimages.go.com
127.0.0.1 servedby.advertising.com
127.0.0.1 a.r.tv.com
127.0.0.1 banners.cyberrebate.com
127.0.0.1 retaildirect.realmedia.com
127.0.0.1 images.go2net.com
127.0.0.1 ads.nytimes.com
127.0.0.1 ups3.uexpress.com
127.0.0.1 adrunner.mycomputer.com
127.0.0.1 ads.tucows.com
127.0.0.1 lnads.osdn.com
127.0.0.1 s2a.realmedia.com
127.0.0.1 connect.247media.ads.link4ads.com
127.0.0.1 ups4.uexpress.com
127.0.0.1 ads1.intelliads.com
127.0.0.1 kcookie.netscape.com
127.0.0.1 voter-images.adbureau.net
127.0.0.1 media-adrunner.mycomputer.com
127.0.0.1 adserver.colleges.com
127.0.0.1 sfads.osdn.com
127.0.0.1 etad.telegraph.co.uk
127.0.0.1 www.vicinity.com
127.0.0.1 www.commission-junction.com
127.0.0.1 www.webspawner.com
127.0.0.1 m.tribalfusion.com
127.0.0.1 promo.cuica.net
127.0.0.1 adserver.matchcraft.com
127.0.0.1 fmads.osdn.com sd-images.osdn.com
127.0.0.1 www.qksrv.net
127.0.0.1 allegiantmarketing.com
127.0.0.1 media.fastclick.net
127.0.0.1 www.domaindirect.com
127.0.0.1 www.avsads.com
127.0.0.1 ads.quicken.com
127.0.0.1 ads.intuit.com
127.0.0.1 g.fool.com
127.0.0.1 images.cybereps.com
127.0.0.1 adfarm.mediaplex.com
127.0.0.1 img-sjc.wip.mediaplex.com
127.0.0.1 img-iad.wip.mediaplex.com
127.0.0.1 img-snv.wip.mediaplex.com
127.0.0.1 mojofarm.mediaplex.com
127.0.0.1 altfarm.mediaplex.com
127.0.0.1 ads.userfriendly.org
127.0.0.1 www3.bannerspace.com
127.0.0.1 statse.webtrendslive.com
127.0.0.1 global.msads.net
127.0.0.1 imp.clickability.com
127.0.0.1 stats.superstats.com code.superstats.com
127.0.0.1 toolbar.netscape.com
127.0.0.1 adserver.greatvehicles.com
127.0.0.1 hc2.humanclick.com
127.0.0.1 www.naj.sk
127.0.0.1 view.avenuea.com
127.0.0.1 stats.lwn.net
127.0.0.1 ad.etech.sk