Messenger Application in XP…

When I shut down XP I get a pop-up that notifies me that MsgApp is not responding and will itself be shut down after a few moments (graphically shown with a progress bar)… or, I can “end it now” by clinking the END button.

What in the world is the Messenger Application application?
How can I either re-install it so it works the way it’s supposed to, or disable it totally?

Thanks