Windows XP and Pop Ups

Firstly, thanks to all for helping with previous queries. I have purchased a new machine with Windows XP O/S. Numerous grey message boxes are constantly appearing onscreen which say "These messages are received using Microsoft's Windows Messenger implemented in your version of Windows. This is a security risk", then giving the address of various sites (depending on the Pop Up) in order to protect my computer. Firstly, are these a genuine security risk and is there any way to remove these without having to pay to do so? Secondly, why have Microsoft stuck this 'Windows Messenger' onto the XP O/S? Any replies, and help, will be gratefully appreciated. Thank you.

  powerless 21:07 22 Jun 03

Powerless, thank you so much. You are an absolute angel.

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