Yeah, I like the way your windows desktop is set up to!
Anyhow, yeah it probably will have stopped now. That program would have disabled it from Services like David has said which is another way of doing it, but harder if you don't know how.
You won't get that problem anymore
EDIT: The Messenger service lets people contact your computer with information, which can hold links to spyware.
It can be used for troubleshooting with companies to hand information to each other which is why it is enabled usually.
It won't damage anything disabling it. it will just mean no one can send messages to you using the service (no worries there then). Uusally people send them using dos prompt which can send them out anywhere like advertising.
It has nothing to do with Windows or Msn Messenger by the way.