...and you aren't just talking about MSN, you're talking about Windows Messenger as well as MSN Messenger..You found them correctly in the "Add/Remove Windows Components" section of "Add/Remove Programs", but if you look closely, you'll notice that it doesn't say that it will "uninstall" Outlook Express or MSN Messenger, it only says it will "Remove Access" to those programs.
If you want to actually uninstall Outlook Express, it requires some work so the files don't get replaced. See the link below and follow the procedures to rename file and remove registry entries:
Uninstall Outlook Express
Next, to disable/uninstall Windows Messenger, please follow the procedures below:
In order to stop the Windows Messenger program from loading at start up, but still allow it to be available when needed:
1. Open Windows Messenger by clicking on Start-Run, type 'msmsgs.exe' (without the quotes), click OK, or click Start-Programs-Windows Messenger.
2. Click on 'Tools' in the upper left, choose 'Options'.
3. Click on the 'Preferences' tab, then UNCHECK the box next to 'Run this program when Windows starts'.
4. UNCHECK the box next to 'Allow this program to run in the background'.
5. Click on 'OK'.
In order to stop it from running when opening Outlook Express:
1. Open Outlook Express.
2. Click on 'Tools' in the upper left, choose 'Options'.
3. On the 'General' tab, UNCHECK the box next to 'Automatically log on to MSN Messenger Service'.
In order to stop it from running in Microsoft Outlook:
1. Open Outlook
2. Click on 'Tools' in the upper left, choose 'Options'.
3. When that loads, click on the 'Other' tab, then UNCHECK the box next to 'Enable Instant Messaging in Microsoft Outlook'. Click on 'OK'.
For permanent measures to stop Windows Messenger in the registry of Windows XP, see these links:
http://support.microsoft.com/default.aspx?scid=kb;en-us;Q302089
http://www.itc.virginia.edu/desktop/docs/messagepopup/
Hope this helps.
Grif