If you need to disable MSN Messenger from popping up, just follow these instructions:
1. Open the Windows Messenger and go to Tools, Options and select the "Preferences" tab.

2. Un-check the boxes marked "Run this program when Windows starts" and "Run this program in the background". Click OK , then close the program.
That should do it. No more annoying MSN Messenger coming up when you turn on your computer.