I do not understand what you mean by 'I installed it to the desktop'. Did you make a folder with the program files there? Or did some shortcuts show up?
If the last is true, just uninstall Messenger Plus! 3 (it is in the add/programs list exactly as that) and reinstall it again without the sponsor program.
If you just see the setup icon (and haven't installed Plus!), just install it and delete the installation file
If you have any further questions, don't hesitate to ask
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