I found a workaround for this situation.
It appears that the banner keeps coming back with certain Regional and Language settings.
Start -> Settings -> Control panel
Regional and Language Options
Regional Options
Standards and formats
--> set this to: English (United States)
Apply, OK
Exit MSN Messenger and restart it. Banner won't appear.
My setting was Estonian and the banner always appeared about 10 seconds after raising main Messenger window. I didn't test other settings thoroughly but it seems that the banner appears with most of them. Try Chinese (Hong Kong S.A.R) and check out the banner