Shoutbox

Just lock MSN Messenger as soon as they need to go on the computer. While Messenger is locked you won't see any popups and your parents won't be able to open Messenger without a password.

in the contact list, go to Plus! > Prefences > Privacy Protection > Messenger Lock

Then set a "Status when locked". (Choose "Busy" if you don't want Messenger to make any sounds while locked.)
Set a password so they can't open MSN Messenger.
Then enable a Messenger Lock shortcut for quick locking if you have to get off in a rush.