Go to Start > (in XP click Run) > Type
msconfig and press enter. Click the Startup tab.
These are
some of the basic processes that run when Windows starts.
Look for any startup items that look suspicious, uncheck them and click OK. Restart your PC when asked.
Once restarted, run Windows Live Messenger and see if the problem continues.
If it does, download
AutoRuns. This is a more advanced list and includes everything which runs at startup.
Again, look for anything suspicious which you don't recognise, uncheck them, save, and restart.
If you're unsure about the startup items, you can screenshot
[?] them and post it here, we'll take a look.
/ 
