It is pretty straight forward to stop windows messenger displaying adverts. As time has gone on it has become more important as messenger now pops adverts up and out of itself over much of the screen. If you are using messenger at work or as a developer you will have undoubtedly seen several unsuitable mechanism involving redirecting local host (which will stuff things up if you are an ASP developer. So in 5 simple steps, disable adverts messenger.
1) Run Notepad (as Administrator).
2) Open "C:\Windows\System32\drivers\etc"
3) Add "0.0.0.0 rad.msn.com" to the bottom of the file.
4) Save file (you will need to be admin in VISTA)
5) Restart Messenger.