Why not just goto the microsoft update website and download the security patches it's requesting and the message will go away?
Maybe uncheck the box that notifies you of automatic windows updates and just do it manually.
Security patches are an absolute must and the requests should not be ignored, no matter what the problem. These patches are there for a reason.
How did you un-install MSN the last time?
Did you go into Add/Remove 'Windows Components' and uncheck the Messenger box from the list, click next and let it do it's thing?