you will not find anything to remove the advertisement on the database, as it has something to do with breaching something, I remember reading it on a skin which was developed but he had to remove the option, I can't see why it wouldn't be possible to do with a script though, maybe someone could make it? aslong as its not on the database i guess.
http://blog.leidegren.se/2007/06/ad-free-windows-live-messenger.html
tested and working no downlaoded needed