there is a little free program from Microsoft called "Microsoft Install Cleaner" which you can download and install. If you run it and then scroll down to the bottom half you will see all the Windows Live Programs listed there and you can select individual parts and get rid of them. I had to do this for all of them after a clunky install first time round. The Windows Live programs for some reason don't appear in Add and Remove programs and it is almost impossible to re-install without first deleting as it tells you that it is already on your PC even if it is a damaged copy.
I have no idea what deleting one part of these programs might do to the others especially Messenger as I think it is an integral part of the Live programs.
It might just be better to stop it starting altogether which you can easily do via Ccleaner, Tools, Startup or from Messenger itself next time it starts by going into Messenger, Tools, sign in, and unclicking everything.
Hope this helps