Hopefully you haven't paid $24.95 for some program to stop the annoying grey popup ads that have started coming to home users without firewalls. You really should get some kind of firewall to protect your computer, but in the meantime, here is how to stop the annoying little grey boxes. These instructions apply to Windows 2000 and Win XP.

1. Right Click My Computer (it is either on your desktop or under the Start Menu) 
2. Double Click Services and Applications-->Services-->Messenger
3. Select Manual from the "Startup Type" dropdown list
4. Click Stop
5. Click OK
6. Close Computer Management and the grey popup ads should go away.