Go to MSCONFIG (start > run > type in "MSCONFIG"). Click on the Startup tab.
Now, look for and uncheck msmsgs. Click Apply > OK > reboot.
While you're there, uncheck anything you don't have to have... things like printer programs, MS Office stuff... everything except your anti-virus and firewall (and maybe any active anti-spyware programs or something you can't live without). This will speed up your startup time and help your comp run smoother, quicker, and more stable.
After you reboot, you'll have a grey message pop up. Check the "Don't run on startup" box and click OK.