To view internals and DLLs, use Process Explorer
. It rocks beyond words.
Do you use msn plus or a-patch or anything?
A less complete way of viewing services is (if you've got XP):
Start > Run
at the prompt, type 'tasklist /svc'
What virus checker have you got? And, as well as updating and doing a thorough scan with that, download and install AdAware
Other ideas: do a complete un- and re-install or msn messenger, although msn messenger uses some of the same internals as windows messenger, which is nigh on impossible to get rid of, so it's not a guaranteed solution.