Okay, these instructions should work for Windows 2000 and XP.
Start > Settings > Control Panel
Open "Administrative Tools" and then open "Services"
Scroll down the big list until you see an item called "Messenger"
Double-click on that. Change the "Startup Type" option from "automatic" to either "manual" or "disabled." Click OK and reboot your computer.
That worked for me.
Threaded Mode
