One of the best ways to avoid annoying behavior in MS products, is to use others. I personally like Trillian (http://www.trillian.cc), but there's also GAIM (http://gaim.sf.net/win32/). Both free, multi-protocol, spyware free, and you can configure any popups to appear or not appear easily.
just downloaded the beta version, there is a little window(MSN Today) pops up every time when my Messenger starts. Does anyone know how to switch it off?