i woul seriously contimplate not usingany online messenger service. They provide a hole in your security when you send and recive messages via it.
check out how many ports are in use ! click here . A hacker only needs to get through one of those ports and sneek a backdoor trojan on your system and then he can have full acess to your system! In any case msn messenger sucks alot for adverts and general security. If you insist on using it I would recomend AMSN amsn.sourceforge.net . Does the same thing as msn but lacking the video confrencing part. It is very much more secure though. As for the malware and spyware i suspect that it may more likly be comming through surfing then net or a free program you have installed on your system. Things like that yahoo bar ect forward adverts to you which cant be easily blocked. I would check what free progs you have installed and see if any of them mention things like gaim or free toolbars. If your not already i would distch IE and go for firefox or opera. Both are very more secure and with ad blocking plugins available for firefox it makes a great browser despite the recent critisism. Also try installing adaware click here spybot click here and spyware blaster click here on you system. All are free with a paid for version of adaware if your a business. Spybot and adawre do a good job at removing the spyware from your system and spyware blaster does a real good job of preventing it from geting on in the first place.