Note that there are 2 different Messengers under Windows XP. One is the MSM Messenger that is very popular for instant messenging. The other is used by administrators (and spammers) to send messages to client computers and is not needed by many people at all. To disable the second one, go to Control Panels >> Administrator Tools >> Services (I think you can access this in the home edition). Once there look for the Messenger service, open it change the startup type to disabled. If you want to get rid of MSN Messenger, you should just be able to go to the Add/Remove control panel. The Messenger refferred to under OE is the MSN Messenger, and will not affect the Windows Messenger.
goates
PS - Looks like Richard beat me to it.