It's good to hear you fixed your problem without having to resort to the sledge hammer (although it probably would have stopped the pop-ups
)
The Messenger service is a program which is built into Windows 2000 & XP which is designed to allow clients on corporate networks to send messages, for example "Server X will be shutdown for maintenance in 30 mins...".
If the service is enabled and your firewall does not block the ports it uses then messages can be send to you from the Internet, usually "your registry is corrupt" type message, which tries to get you to purchase some software you don't need (which may end up leaving you with viruses etc).
I'm guessing that you've disabled it in the Services panel, doing this will stop the messages being displayed on your PC, but does not stop the traffic being received by your computer, I would recommend that you try and block the traffic with your firewall - as this will ensure that people cannot 'hack' into your computer.
In your firewall there is usually an option to block specific ports, just add in the ports that the messenger service uses (see my previous post) and tell it to block all traffic to that port. If your firewall is blocking successfully you should be able to run the service and not receive any pop-ups.
Hope this helps, feel free to ask any further questions!
...and remember, there's (almost) always a better solution than a sledge hammer!
No trees were harmed in the construction of this message, however many electrons were terribly inconvenienced.