Every .NET account (your MSN Messenger account) has a password set, you will have set it when you made your account. You should remember it from before;
Then to disable automatic sign in please look at
Sunshine's reply to MSN Messenger automatic sign in.
But before you disable automatic sign in, please be sure you remember the password you set when you first made your account.
If You have forgotten it go here -
https://login.passport.net/ppsecure/uisecure.srf?lc=2057&id=10
and follow the "Forgot your password?" option, and try and recover it with a secret question you set when you made your account.