For some reason, MSN Messenger refuses to close even when those listed programs are not running.

Please include information about your system (operating system most specifically) next time you post any technical question. Luckily, this operation requires no specific OS, assuming it's not Win2k.

Go to your start menu, and then run. Type in "msconfig". Go to the "startup" tab and uncheck the box next to "msnmsgr." Press OK.

Hope this helps.

~ Traft