Stuartbennett, I doubt that your way of removing Windows Messenger will be a neat and clean way of doing it, without causing too much damage. I gave a link to CookieRevised's very detailed post on how to do it. This way will be spotless and won't mess anything up.
Simply put: if you remove it not entirely correct, you might have problems with Remote
Assistance, Whiteboard, Application Sharing and the Song2Nick-plugin and maybe other things; therefore, I really recommend using the way CookieRevised described