I was under the influence that this game with Kazaa, and that this is nothing to do with microsoft as I had messenger for ages and when I got kazaa i started recieving these messages (this was just what i thought so it may be messenger)

As it says on that site Here these are sent using the NET SEND command in MS DOS they can be sent using your IP or HOSTNAME but either can be derived from the other anyway...This is a sign that your system in unsecure and you should do something about it eg. Get a Firewall :P