Messenger (not to be confused with MSN Messenger, AOL IM or any other internet messenger) was originally created for system administrators and users to communicate with other users on large networks.
Spammers have figured out how to send spam with it taking advantage of exploits on your computer.
What you describes sounds like
Windows Messenger Spam
To block the spam is to turn off Messenger Service.
To do that:
--In Windows XP, click Start>>Control Panel
--In Windows 2000, click Start>>Settings>>Control Panel
In both versions:
--Double click Administrative Tools
--Double click Services
--Double click Messenger
--Under Service Status, click Stop
--In the box next to Startup Type, select Disabled
Alternatively, you can download a small program that will disable Messenger Service called “Shoot The Messenger” which is available athttp://www.grc.com/freepopular.htm
Download and run “Shoot The Messenger”