You've just fallen victim to the lastest type of spamming.
Here is a website of some of these dirt-bags... http://www.directadvertiser.com/
There are ways to keep this from happening with firewalls and/or routers and/or shutting down the service.

>Sorry for asking this hear, but this is driving me nuts. I figure it would create some chatter here for sure.
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>Within the last couple of weeks, I regularly get these annoying messages when hooked up the to web (I always am - on cable modem) that are a Dialog titled "Messenger Service".
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>It is a Modal Dialog that you must close, and its always an advertisement. The first line says something like "Message from [some annoying company] to [I think my IP address]."
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>Rest of the dialog is the text advertisment. This crazy thing will pop up at anytime, even while I am coding VFP and you must either close it or hits it OK to close it.
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>Anyone have a clue how to stop this?
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>Mel Cummings