Not a virus, not adware, not spyware, not crackers.
What has happened here is that some idiot script kiddie has found a way of sending messages across th enet using a tool that is most commonly used to send messages across a network.
What you need to do is go into the Control Panel, then into Add/Remove Programs, then into Windows Setup (or at least something to that effect; I use 98SE just now). Then you need to find Messenger and uninstall it. So long as you don't need it yourself to send messages across a network, it's the easiest way.
By the way, a quick word of warning. This is just "Messenger" you are looking for, not "Windows Messenger" or "MSN Messenger", which are completely seperate and completely unrelated apps.