If you'd like Windows Messenger to show up in the list of programs you can add and remove from Windows, navigate to C:\WINDOWS\inf  and open sysoc.inf  You'll see a line that reads:

msmsgs=msgrocm.dll,OcEntry,msmsgs.inf,hide,7

Change this to the following and Windows Messenger will appear in Add or Remove Programs, then Add/Remove Windows Components, then , and you can remove it for good:

msmsgs=msgrocm.dll,OcEntry,msmsgs.inf,7

Some people say to leave the second comma in the line but I have done it both ways and it doesn't seem to matter.