I don't know which reg files you ran, but I think you're talking about two different things, Windows Messenger and Messenger Service. Windows Messenger is the instant message thingy. The Messenger Service is the thing that allows those popups you're talking about.
To get disable the Messenger Service click here
To get rid of Windows Messenger go to Start > Run and type in:
RunDll32 advpack.dll,LaunchINFSection %windir%\INF\msmsgs.inf,BLC.Remove
and hit OK.