well first of all i want to make it clear that if u downloaded msgplus! from its official site www.msgplus.net then the program with bundled with it is not spyware it is an adware..
well! u can remove the files from startup of the pc.. if they are starting when ur OS loads.....
u can remove it from start if u r runninf win XP by the typing "msconfig" (without quotes) command in in start>run then a panel appears to change the setting.. go to the startup tab then un the file u dont want to load..
i think there is another thread showing the instructions to remove the adware..