Stop messages from system Messenger Service

The Microsoft Windows Messenger service is meant to provide a means for the system administrators to broadcast simple text messages to one or more users on a local area network (LAN). When you are connected to the Internet, without using firewall protection, anyone on the Internet can transmit a Messenger popup (Broadcast Spam) to your computer. You can stop these unwanted messages from the internet by stopping the messenger service.

Follow the below steps :
Click Start -> Settings -> Control Panel -> Click Performance and Maintenance -> Click Administrative Tools -> Double click Services and scroll down until you find Messenger. Double-click on it and Click the STOP button, select Disable or Manual in the Startup type drop-down box to prevent from automatically starting every time you start windows.

Note: You must be having administrative rights to do this.