Unfortunately, a hotel wireless connection is generally as secure as your PC is. It is as secure as your home internet connection, it's only your PC which has the security problem as the hotel wireless is only a connection unless you had to install a special piece of software to use the connection and that could be the issue.
Uninstall messenger, delete anything regarding messenger that is left, go to
http://security.symantec.com/sscv6/d...d=ie&venid=sym or
http://housecall.trendmicro.com/ and do their online scan. You can do the same with Macafee too. From what I have seen, and that ain't much so far, this seems to be getting flashed up by AVG. Wonder if it's a false alert....