Messenger Service Popup Advertising
I despise spammers and the messages they send. The latest trend is using the messenger service to send pop up advertising spam to unprotected computers. It's important to note that these messages have no relation to MSN or Microsoft Messenger. Messenger service is used via the 'net send' command to send messages between networked computers. If you don't have network access or use the 'net send' command it's easy to disable the messenger service and eliminate the popup activity. For more information on the Messenger service, see Knowledge Base Article Q168893.
Disable Messenger Service
Click Start > Run and type "services.msc" (no quotes) in the Open: line and click OK
In the right pane, scroll down to Messenger.
Double click Messenger and click the General tab.
Under Service Status: click the Stop button.
In the Startup Type: drop down box, select Disable.
Click Apply and OK.
The above is from a site I found and it should prevent these popups