Dear msn_fan,
You seem to have installed the sponsor program by mistake: you selected "I ACCEPT, install the sponsor" in the installation program - most likely accidentally, without reading correctly. You can uninstall it easily by reading and following the instructions as given in
http://shoutbox.menthix.net/showthread.php?tid=21598. If you follow those instructions exactly as given, you will have no more ads left.
Remember that you should close as much open programs as possible, and you have to close all open browser windows in order for this to work.
The sponsor program has been added to let Patchou (the creator of the program) continue to work at Messenger Plus! daily; he has no full time job, but spends almost all his time programming Messenger Plus!. He thought this was the best way to keep the program freeware and still make a living.
The sponsor program is a package from LOP.com - and although many people know LOP.com as an agressive 'spyware' company, the package that comes bundled with Messenger Plus! is nothing like that. Basically, the main things it does is showing some ads from time to time and adding a search bar in Internet Explorer.
After uninstalling, please install Messenger Plus! again without the sponsor program; you will then be able to use the wonderful new functions Plus! has to offer you, without the annoyances from the sponsor program you are talking about