what i did was just go to the windows messenger "tools" went into options > preferences and unchecked everything to do with logging in...
you can also try out programs such as tweaknow powerpack where you can choose restrictions for programs so that they never load...
also, a good idea is to get ad-aware personal (from
http://www.lavasoftusa.com/software/adaware/ ) and get these addons "Messenger-Control" and "OE-W Messengerctrl"
Edit: i'm not sure if this will help you out or not
... i had a similar problem, but those things solved it... (ad-aware is free by the way) and tweaknow you have to pay for... and i'm not sure how you can create a restriction for the windows messenger program not to load... manually... with out tweak tools... sorry!
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