I read somewhere in these forums, that there are hidden instances of internet explorer.
Before installing, hit Alt - Ctrl - Del or right click on the taskbar and select "Task manager"
If you are using windows XP, go to the "Processes" tab and close all the instances of "iexplore.exe".
If you are using win98 just close all instances of "iexplore.exe"
Then try uninstalling messenger plus to remove the sponsor...
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