Below is what I found in About.com... I will try it tonite cuz it is so annoying... Please post back if you find it helpful... Thanks!
Windows XP Tip of the Day
Tip #550: Removing MSN Messenger from WinXP More Tips
I know it sounds hard to believe, but some of you out there may wish to remove MSN Messenger from Windows XP. However, it does not appear from the Add/Remove Programs applet in the Control Panel. In order for it to show up there, you must first edit the file named sysoc.inf. This file can be found in a folder named INF, which is a subfolder of the Windows folder (or in some cases the winnt folder, depending on how your OS was installed). You can open that file in notepad. Look for the following line:
msmsgs=msgrocm.dll,OcEntry,msmsgs.inf,hide,7
and remove the word "hide" while leaving the commas on place. Close and save the file, and then open the Add/Remove Programs applet in the Control Panel, so that you can remove it like any other program.