If this has happened since installing Messenger Plus, it is because of the optional sponsor program, to remove it please do the following;
- Download and install Messenger Plus, but accept to installing the sponsor program
- After install go to Start > Control Panel > Add/Remove > Messenger Plus! 3 > Uninstall the sponsor program only
- You may need to reboot, but it will be gone.
Only preform the above if it came after installing Messenger Plus
If this didn't come from Messenger Plus,
and only do this if you are sure it didn't come from Messenger Plus
Download and install
Ad-Aware. And run a scan.