Hi Blackwolf, the advertisement removal feature was removed to help Microsoft get some revenue from messenger to keep it free for the masses.
However it is still possible to remove the ads with a skin or a patch (I suggest a skin, unless you want to physically modify the messenger executable) Unfortunately we are not allowed to discuss ad removal in skins on this message board in public.
Patches available include Mess Patch and A-Patch a quick google search will provide you with both
Hope this helps, feel free to contact me if you need more information
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