turning off the windows messenger service is like curing the symptom. the problem will continue to be there. but do it in any case.
ya, it sure does look like adware problem.
suggest u dowload install uoadet abd scan ur pc with a good anti-spy like adware or spybot or ms anti-spy.
if problem stl persists, post ur hijackthis logfile here or at
www.hijackthis.de for analysis.