That's the reason why some developers have decided to create programs that quit those ads, Live ad remover is one of those programs and it's free. Not only does it quit the ads but it also powers up te performance of Window Live Messenger.
Live Ad Remover modifies our host file so it doesn't allow Windows Live Messenger to check your IP so it can't send you the advertisings.
Live Ad Remover is composed by two files. The first one modifies the hostfile and the secondone alows you to restore the file to its original status.