You can disable the Messenger service, but by doing only that, the
computer will STILL be open to the Internet and be pretty unsecured. The
Messenger Service messages is only the symptom, and not the cause.
You should follow the recommendations in the MS Knowledge Base article 330904:
"For this reason, Microsoft recommends that you install a firewall and
configure it to block NetBIOS traffic instead of merely just turning off
the Messenger service."
That means blocking internet access to ports 135, 137-139 and 445 with a SW or
HW firewall.