I just came across the ruling that allows a company, D Squared, to resume sending pop-ups to people's computers via the Messenger service in Windows (not to be confused with Windows Messenger). The company has not decided whether to resume the ads or not. Personally, I hope they choose not to. After all there's better ways to make money. Anyhow I had to turn these off for my father-in-law the other day so I thought I would blog the answer in the hopes of helping out somebody who doesn't know how to disable this.
What you want to do to turn off popups from the messenger service is the following: