The correct procedure to uninstall it is to go to Start > Control Panel > Add/Remove programs and uninstall "Messenger Plus! 3". If this entry isn't there, look if there is an uninstall shortcut in your Start menu, or try to reinstall it (it might have got corrupted).
The blue bar and the icons are there because you installed the sponsor program. Uninstalling Messenger Plus! will remove that as well. Take a look at
How to uninstall ad-ware/sponsor.
If you tried this, what error did you see when trying to uninstall?
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