In addition to being a security risk, Windows' "Messenger Service" is being used to "Spam" Windows users across the Internet. This 22 kbyte "Shoot The Messenger" utility gives users immediate control over the Windows Messenger service. Shoot The Messenger http://www.grc.com/stm/shootthemessenger.htm
I don't know how XP works, but with Windows2000 you can just shut it off - you don't have to install a utility.
I use Spybot and Adware, but I had trojans that kept showing up in my explorer "autofill" bar that they couldn't get rid of. ZoneAlarm is great if I'm surfing the web, but it tends to mess up my trading software. By far the best program I've found to clean my comp is CyberScrub. It costs about 70 bucks, but they do have a free trial. www.cyberscrub.com The first time I used it, I found over 24 megs of hidden files.
Yep. Same thing Start/Settings/Control Panel/Administrative Tools/Services Select Messenger. Select 'stop the service' or disable it and that should take care of the grey box spam issue.