Does it also happen when you manually start Messenger?
Do you have Messenger Plus! 3 still installed?
Also, try to remove the /background parameter from the registry keys
(old post with more detailed info about this: "CookieRevised's reply to Startupmonitor issue").
Final, don't use MSCONFIG for stuff like this, it doesn't list all possible startup keys, gives not all the info and has a really crap behaviour when it comes down to changing stuff. Use a tool like [url=]AutoRuns[/url] instead.
(see "CookieRevised's reply to Removing items from "msconfig"" and "CookieRevised's reply to Start-up Programs")
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EDIT: after short chat:
It was indeed Messenger Plus! 3 which caused this, because it was still listed in the startup registry key with the parameter /WinStart which automatically starts messenger too (see linked post "
CookieRevised's reply to Startupmonitor issue" above for more details).