Shoutbox

Just reapply the skin or use another one that allows you to remove the advertisements.

Doing this is against the terms of use for Windows Live Messenger so you will not find any in the database.

I've used A-Patch to remove various parts from my WLM instead of skins (mainly the fact you can disable and delete skins).
http://apatch.org/

If the skin 'hack' still doesn't work, use A-Patch and it will work 100% .