Hahaha, the Messenger Service! I remember that stupid thing. That is like WinPopup for XP. It comes preinstalled and turned on for no real reason, since I've never heard of anybody using it. Except, that is, for the spam/adware/spyware/pop-up producing scum of the internet. If you activate the "firewall" in XP (it's not much of one, but it is good for this one thing at least) you should stop getting crap through that. There's a way to disable the "service" all together, but I forget right now.
I don't know about the other ones, but if they're anything like the one above you could get a whole new computer and if it also had XP you'd still have the same problem.
I generally wouldn't recommend asking about how to fix things for Windows here, although of course it doesn't matter to me. I say that because mostly what you will get in reply is "get a different OS," which is actually pretty good advice.
http://www.annoyances.org has a good system divided by MS OS for asking about annoying crap in Windows, if you have to keep it or don't want to switch to a different one. Oh, and if you DO keep Windows, don't use Kazaa! That thing's loaded with more spyware and adware than anything I've seen (that's not from bonzi, gator or xupiter, that is). Try a different program or use kazaa-lite. And download "Spybot: Search and Destroy" and scan yourself regularly.
I have to say from experience it's pretty nice not to have to worry about any of that crap anymore, now that' I'm not on Windows. Try a Linux distro
Or if you want a good laugh, take a look at "Plan 9 From Bell Labs." Here's their mascot:
http://plan9.bell-labs.com/plan9dist/img/spaceglenda37.jpg[/img]]http://plan9.bell-labs.com/plan9dist/img/spaceglenda37.jpg
