There's two different types of Messenger, MSN Messenger which is the flashy one that you've just installed/updated, and there's plain ordinary Messenger. I don't believe it's a good idea to get rid of messenger as it's fairly well interwoven with Windows. You can, however, prevent it from starting.
If you click Start... Run... and type "msconfig" without the quotes and click OK, a box will appear. On the Startup tab, there should be 2 entries, one for MSN Messenger and one for Messenger. Uncheck the box beside Messenger, then click OK until the box goes. After you reboot, you'll only have the new MSN Messenger running.
I think messenger will run again if you start up Outlook Express, but I'll have to check on that. Good luck, it's easy!