One of the newer types of spam is "Messenger Spam". This uses Windows Messenger Service to deliver pop ups. This Messenger Service is NOT in any way related to MSN Messenger or any other messenger software.
Messenger Service was introduced first in NT systems, and is present in all later Windows versions. Messenger Service provides a way to send messages to other users over a network, but this was never really used widely. But, spammers noticed this feature and developed an "innovative" way to deliver their Ads or to spoof user, and this is nothing but Messenger Spam!
A Messenger spam may look like this:
Here, a computer user might believe that his system registry is damaged, and he might also visit the website mentioned in that popup. These dubious looking websites may or may not exist, and even if they exist they are not trustable.
You can identify Messenger Spam by looking at the "Title bar" of the popup window; it will have "Messenger Service" written on it. One of the easiest ways to stop messenger spam is to disable the Messenger Service. You can do this, by following these steps, go to Start > Run and type services.msc and press Enter key. In the Services window, navigate to "Messenger Service" and right-click it, and select "Properties". In the Property window, click Stop in the "Service Status" option box. After this, in the "Startup" option box, select Disabled from the dropdown menu. Click "Apply" and then "OK".
There's also a small tool called Shoot The Messenger, using which Messenger Service can be easily disabled.