Please refer to the steps below:
1. Click Start and click Control Panel.
2. Double-click Administrative Tools and double-click Services.
3. Double-click Messenger.
4. In Startup type option, select Disabled from the pull-down menu.
5. In Service Status, click Stop.
6. Click OK.
For more information, please refer to the following solution in Microsoft's technical support website.
Article ID: 330904
Last Modified: April 4, 2003
Title: Messenger Service Window That Contains an Internet Advertisement Appears.