To remove Windows Messenger manually, click Start, Run and enter the following command:

RunDll32 advpack.dll,LaunchINFSection %windir%\inf\msmsgs.inf,BLC.Remove

Note: This will prevent a long delay when opening Outlook Express if you have the Contacts pane enabled. 
To prevent this, click Start, Run and enter REGEDIT  Go to:

HKEY_LOCAL_MACHINE\Software\Microsoft\Outlook Express

Right click in the right pane and select New, Dword value.
Give it the name Hide Messenger Double click this new entry and set the value to 2.