>>>No, I have never used Outlook Express. I use Outlook 2003. It is not a big deal; I just want to make sure that this is not some kind of a spyware or trojan thing.
>>
>>It might be the same. Try to close Outlook, and see if you can then close MSN Messenger.
>
>Yes, when I closed Outlook, I was able to Exit MSN Messenger. So they must be somehow connected.
>
>Thank you.

Probably this will help. As in Outlook Help:
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Enable Instant Messaging
On the Tools menu, click Options, and then click the Other tab.
Under Person Names, select the Enable Person Names Smart Tag check box, and then select the Display Messenger Status in the From Field check box.
*-------------------------------------------------------------