I hope you mean the grey popups that advertise and kick you out of games. Because this is how to do it:

Go to Control Panel->Adminitrative Tools->Services.
Scroll down to Messenger, right-click and go to Properties.
In the General tab ( should be default, but just in case ) find where it says "Startup Type" and change it to "Disabled"

Problem solved.

Il papa caca nei legno?