I think you're talking about Windows Messenger, not MSN Messenger. MSN Messenger is the nice, flashy-looking one and Windows Messenger is the dull one that is installed by default. You can use this program
http://www.chunkypig.com/msn/windows_messenger _remover.php
but a much easier way is to go to C:\Program Files\ and look for the "Messenger" folder. Rename this to something like OldMessenger and it won't load with Windows. If in the the future you want the Windows Messenger back, rename the folder back to "Messenger"