There have been a few MSN Messenger virii. Check <a href="http://www.google.co.nz/search?client=firefox-a&rls=org.mozilla%3Aen-US%3Aofficial&channel=s&hl=en&q=msn+messenger+virus&meta=&btnG=Google+Search">Google</a> for one that matches what is happening and look for removal instructions.