I never use Microsoft's Messenger IM client, so I always want to remove it. Here's a link explaining how to do that.
Remove MSN Messenger
If you want to remove MSN Messenger from Windows XP and can't seem to find it in the Add/Remove Programs. You need to edit one file to have it displayed in Add/Remove Programs. There is a couple ways to uninstall MSN Messenger. One way is to run this command from Start | Run.
RunDll32 advpack.dll,LaunchINFSection %windir%\inf\msmsgs.inf,BLC.Remove
Search for sysoc.inf. It should be located in the C:\windows\inf\
Edit the file with notepad.
Remove the word hide. Save the changes.
Open Add/Remove Software.
Click on Add/Remove Windows Components and you can remove MSN Messenger. There is two services to remove everything.
You can now remove both services. They have a bug with the check boxes but it still works.