If these pop-ups have "Messenger Service" in their title bar, then what
you're seeing is the messenger service built-in to Windows, which spammers
are now exploiting. This is not related to MSN or Windows Messenger. The
messenger service is included primarily for network administrators to send
messages to users, at home you probably have no need for it.
To get rid of these pop ups, you have two choices:
1.. You can stop this from happening by turning on the WindowsXP Internet
Connection Firewall (ICF) or by installing another firewall program like
ZoneAlarm. To turn on the Windows XP ICF, open the Network Connections
window and right click on your Internet Connection then click on the
advanced tab and check the "Protect my computer and..." box. Or;
2.. You'll need to disable the Messenger Service, click Start, then Run,
enter "services.msc" (without the quotes) and click OK. Scroll down to
"Messenger", select it, right-click and then choose Properties. Under
startup type, choose 'Disabled' and then choose the 'Stop' button. After the
service is stopped, click OK.
I would recommend the first option as it will provide you with more
protection and solve the problem, the second really just addresses the
symptom. However, a firewall could prevent some software from working as
expected without some configuration. There is a Microsoft Knowledge Base
article on the issue:
http://support.microsoft.com/?id=330904
If theses pop-ups are actual MSN/Windows Messenger conversations they will
have "[Someone] - Conversation" in the title bar and in order to get rid of
these spammers you either need to block them as they appear in the Messenger
window or go to the Tools Menu in Windows Messenger and click on the privacy
tab then move the "All other users" to the block list.
Good luck