You need a firewall. 'Messenger spam', is not in itself harmful,
but is symptomatic of a larger problem - your computer has ports open from
the Internet.

You can disable the Messenger service, but that is unwise as a solution as
you'll still have the underlying problem that caused you to get the messages
in the first place - consider the messages a useful warning that you have no
protection from the Internet.

For a standalone machine, see www.sygate.com for a free personal firewall.

See http://securityadmin.info/faq.htm for more info.