Windows Live Messenger automatically gets started during Windows startup. This can be disabled by updating the necessary options in Messenger. To Access the Sign In options, first logon to Windows Live Messenger with your login id. Then navigate to Tools -> Options.
Under Sign In section, un tick the Automatically run Windows Live Messenger when I log on to Windows checkbox. Similarly un tick Allow automatic sign in when connected to the internet check box to prevent Windows Live Messenger automatic sign in when connected to internet.