You said "went for 2 hrs before I realized I was still connected" - how did you know you were connected???? Having the MSN icon in the tray does not mean you are connected - if you click on the "network connection" icon in the tray does it say "connected. Another way is lifting your phone.
To prevent MSN messenger starting or connecting when you are connected go to "tools/options/general" and uncheck the 2 items.
Dont get confused between "MSN messenger" and "Windows Messenger" - Windows Messenger comes with windows - although they are very similar and do much the same thing they are in fact 2 different programs - if you have installed MSN messenger you should disable windows messenger. If you need help with this let us know.
As for "messenger" (as you call it??) not starting when you want, you will need to let us know exactly what happens and what error messages you get.
Regards,
Peter