Now here is something interesting...
Of course the same "problem" occurred with myself - WINDOWS messenger comes up, even tho I use MSN Messenger.
Now, I hadn't really looked at this, but here we go:
On one of my home machines, Wmessenger STOPPED appearing. Mmessenger stays as it should. Well, I didn't bother about this.
After reading this thread, and KNOWING that my work PC is the same as this thread - I thought I would do some registry hacking. Well, lets start OE first.
Erm - it didn't load Wmessenger this time!!
So: If you close Wmessenger so many times when OE is running (and you may have to have Mmessenger running too), then it just stops appearing, as if it knows LOL

Don't think its my magic touch - but computers do FLAKE when I go near them (uh - oh)...