On a fresh install of Windows XP or Windows 2000, frequently Windows Messenger will automatically run and cause all sorts of confusion. This isn't such a problem nowadays, but many people still use XP and upon doing a clean installation will run into this problem.
Windows Messenger - not to be confused with MSN Messenger or Windows Live Messenger - was an instant messaging program included with Windows XP (and possibly 2000 / Vista). It also has a habit of getting mixed up with Windows Live Messenger and automatically logging in upon a reboot.
There is a solution proposed on the Microsoft Website here, however I always found the following worked a lot better:
How to Remove Windows Messenger from XP:
1. Click Start, and Run.
2. Enter the following in the resulting field: RunDll32 advpack.dll,LaunchINFSection %windir%\INF\msmsgs.inf,BLC.Remove
Now Windows Messenger is removed.
(note: I took this from my old blog here)