open messenger and click on tools/options/preferences/ and untick allow this program to run in the background. now open outlook express and go to tools/options/general and untick auto log on to windows messenger.
If you're reasonably confident with editing your registry, click here It gives you instrctions on how to remove Messenger completely from Outlook Express. OK, you no longer have your Messenger contacts listed in OE, but I just added their email addresses maually. Now I can check emails without being pestered