Shoutbox

Do you have the latest version of Messenger? Build 813 has a much-improved blocking thing i.e. it'll only block files that really can be harmful, unlike what it does in build 777 (blocking JPEGs and stuff).

Then again, since you don't have a firewall or AV, this Messenger feature is the least of your worries. Given your complete lack of PC security, there's a multitude of ways viruses can get to your PC.
You really should have a decent firewall and AV.