but Windows Messenger, that's just a pain in the ass because of it not being easily removed
It's very easily removed, paste the following in to the run prompt and it is gone for good:

Code:
rundll32 setupapi,InstallHinfSection BLC.Remove 128%SystemRoot%\INF\msmsgs.inf
Couldn't be easier!

Or to just stop it running; disable it in the local policy or stop the service starting up.

If you do a custom install of XP instead of the default, you can tell it not to be installed.