rod03801: The messenger service should be disabled by default if you have all the latest updates to Windows XP. If you don't have the updates, you should get them because they will make your computer less insecure. Run the "Windows Update" program, which should be near the top of the "All Programs" menu on the start menu. It may take a long time to download all the updates, and you may have to run it multiple times.

Also, turn on your firewall.