Whats this?

obviously he needs to do what it says.

its a trojan

It's just Windows Messenger – don't confuse it with MSN. Designed for LAN's, it allows people to send messages like that via a command prompt.

To disable them, go to Control Panel > Administrative Tools > Services > Messager. Right click it, goto "Properties," then change the startup type to "disabled."

I hopes Windows Vista will be more flexible.