timmcat, I am having exactly the same probs with the same OS.
Like you have unchecked the box that says 'start up every time you start windiws' but it doesn't stop the %¤£# thing from starting up every time I log onto my part of our family PC.
It is driving me bonkers, but I am afraid to uninstall MSN messenger as my kids love it and use it continually.
If any genius out there knows how to stop MSN from starting up on it's own, PLEASE enlighten..........