This is how to block those idiotic "Messenger Service" popups—but since i don't have 2000 or XP, i cannot vouch for the accuracy of the following methods; however, both can easily be undone by reversing the suggested steps. -- M.D.
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Messenger Service Advertisements

If the title bar reads as "MESSENGER SERVICE" with gray ADs, then it the famous Messenger SPAM. This is applicable only for Windows 2000 and Windows XP. The "Messenger Service" [different from Windows Messenger IM] is responsible for transmitting these text-based messages. While disabling the Messenger Service can stop the pop-up Ads, it's not sufficient in the security point of view. These messages arrive to your system because there is a way for someone to transmit data to your computer via TCP and UDP ports [UDP ports 135, 137, and 138; TCP ports 135, 139, and 445 137]. This means, some intruder can do nasty things on your computer with this port open. The BEST and HIGHLY RECOMMENDED method to prevent these type of pop-up and to harden the security of your computer is to enable the Windows XP's Internet Connection Firewall and upgrade to Windows XP SP1. This blocks the ports required for Messenger Service data transmission.

Enable the Internet Connection Firewall in Windows XP:

1. Open Network Connections
2. Click the Dial-up, LAN or High-Speed Internet connection that you want to protect
3. Under Network Tasks, click Change settings of this connection.
4. On the Advanced tab, under Internet Connection Firewall, select the "Protect my computer and network by limiting or preventing access to this computer from the Internet" check box.

*Never connect to internet without enabling the Firewall*. Otherwise, there are 95% chances your system gets infected. Finest example is the recent RPC NT Authority Shutdown caused by Blaster Worm, which infects "unpatched" and "unprotected" computers.

 
"Internet Connection Firewall" dialog

NOTE: Many third-party utilities turn off the Messenger Service, which alone is not sufficient. You need to close the ports by enabling the firewall.

Another method from David Candy: David, says:

"What is needed is not to enable NetBIOS on internet connections. This is the cause of the problem. A firewall should be unnecessary. A computer should work fine without a firewall. A firewall is an EXTRA level of protection, like a moat. The standard mode of operating should be the walls."

Open Network Connections. Select a Network Connections, Properties
Networking tab, IP Address, Properties, Advanced and WINS tab
Select "Disable NetBIOS over TCP/IP"