Did you try right-clicking and selecting Exit? If this is not working, then
I would guess there is something wrong with the program, and that you might
want to try reinstalling it. If you are asking how to have the icon not
appear there when the program starts, follow the following steps:
1. Right-click the system tray (below the icons themselves)
2. On the menu that comes up, select Properties
3. In the "Taskbar and Start Menu Properties" window, make sure the "Hide
inactive icons" checkbox is checked
4. Click the "Customize..." button
5. In the "Customize Notifications" window, select Windows Live Messenger
(or MSN Messenger or whatever it is called for the version you are using).
6. In the dropdown list that appears to the right of it, select the desired
behavior. ("Always hide" will make it not visible until you click the arrow
next to the system tray, which is what it sounds like you want)
7. Click OK and then click apply (you may need to close and then restart
Windows Live Messenger before it starts using this behavior)
Hopefully this solves your problem, if you need more help, let me know.
