This pop-up is a real pain. Some of the pop-up's are "Warning!! Registry errors detected on your PC! To fix registry errors do the following. Download registry sweeper from www.fixwinregister.com." Also, "www.cleanthispc.com, etc etc. There has been a parade of these pop-up's.

Hi,
Those are Messenger spams. Messenger Service was introduced first in NT systems, and is present in all later Windows versions. This Messenger Service is NOT in any way related to MSN Messenger or any other messenger software.

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

Not only that, but the nature of your messenger messages says that you have been infected with spyware and/or adware. I strongly recommend running Spybot S&D and AdAware