Also, since you're getting the popups in the first place indicates a big freaking hole into your computer. The only way for those dang messanger messages to get to your computer in the first place is if you don't have a firewall running.
At the bare minimum, enable XP's built in firewall. It's not fancy, and definatly not user friendly, but it does a respecable job of firewalling. For something better, go out and look for another firewall program entirely like Zone Alarm, BlackIce, etc. Better still would be (if on Cable) to put your computer behind a router with a firewall, and then use some kind of firewall on the PC as well.
JigPu