That will have a free version of their software - it will find any spyware/virus/trojans on your system and tell you where they are and what they are.
The pay version will then clean it for you, but with the free version, at least you know what the issue is and then you can look up on the net how to get rid of it on your own.
Or if you really never use the messenger service, then you could just kill that and have it not start up.
If you want to stop web pop-ups, the new Google toolbar does that really well and it has other excellent features (toolbar.google.com).
If you want to stop messages that are coming from the actual message service built into Windows, then follow the PestPatrol route to get rid of the program that is doing it - or do what Bullit just said to turn off that service so that the program is still there, but can't communicate that way anymore.