Most nasty popup that you just can't seem to kill come from the xp operating systems built in message system. Spammers and other assorted butt wipes have found this door to your system and exploit it.
It comes turned on by default and most don't even know it's there.
Don't confuse this with M$ messenger. It's two totally different animals.
Now as to turning it off, it can be a dauting task for those that don't know about the services.
Let's make it simple. This link takes you to a site that has a program that's called>>>Shoot the Messenger.
It's safe and very easy to use.