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I wouldn't go renaming/deleting directories. You can get into a world of trouble doing that. Dangling pointers and broken links to DLL's. Also, Windows Messenger is not the same as MSN Messenger. With popups that are broadcast with Windows Messenger, you'll just get a simple window that randomly appears on your screen while you're connected to the internet. Here's the way to disable Windows Messenger in Win2000 and XP. For a full explination use the link in my prior response.
Windows 2000:
Click: Start/Settings/Control Panel
Open: Administrative Tools
Open: Services
Open: 'Messenger' Service
Click: Stop button
Change 'Startup Type' to DISABLE
Click OK to close everything
Windows XP:
Right-click: 'My Computer' icon and select 'Manage'
Open: Services and Applications
Open: Services
Open: 'Messenger' Service
Click: Stop button
Change 'Startup Type' to DISABLE
Click OK to close everything