It's still being used by something..... try closing it completly the good way... (right click in systemtray, choose exit)....
Windows doesn't always release his objects very good...
If that doesn't help, you can try to make a copy of msnmsgr.exe and patch that copy, then replace your original msnmsgr.exe with this copy by deleting msnmsgr.exe and renaming the copy to msnmsgr.exe....
Otherwise, make sure that msnmsgr.exe doesn't start when you start your computer. After that restart your computer (hard way to make sure the process is killed
)
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