http://www.grc.com/files/shootthemessenger.exe or alternatively, right click on My Computer and select Manage. Click on Services & Applications and then select Services. Disable Messenger Service (what its called depends on the version of windows you're running, it may be referred to as Windows Messenger service). To disable, right click and select Properties. Change the state from whatever it is to disabled and click the stop button. If you can't be arsed to do all that, just download the program at the above link and it does it for you.
You are better off just doing it the services way, less fuss - instead of the long winded right clicking etc simply go to start > run and type services.msc and hit enter. It's disabled by default in SP2 - I presume you arn't running SP2....I reccomend that you get it.
