How the hell do I get the Play and Win to stop adding its link to my personal message, it's annoying the crap out of me and I can't get it to stop.
I don't play it or use it so why does it keep editing my PM?

Don't click the yellow contest icon.

The link is only added to your PSM after you've confirmed to play the game.

If you've done that before, close the game window, and remove the link from your PSM manually (and don't click on the yellow icon anymore, which will be removed automatically in August).

Remember to sign out to make sure your PSM is always updated properly. Sometimes the PSM isn't updated properly on the servers if you simply exit Messenger without signing out.

Also make sure that you do not have some scripts or addons which alter your PSM. Some scripts or addons can not cope with the fact that something else (eg: Plus!) edits the PSM and will put the 'old' (thus with the link) PSM back when you edit your PSM. This is no fault of Plus!, but the fault of those (not so well written) script or addons.