Why thank you young Vorlon,
The application is called GAIM. It is available for lots of platforms, Windows, Linux etc.
The link to download it is
http://prdownloads.sourceforge.net/g...1.exe?download
If you were getting dialog boxes (with an OK button) then it is the service I mentioned above and nothing to do with MSN Messenger. What you probably had was a connection to MSN which the spammers know the range of internet addresses that get given out. They just hit them using brute force. If you turn off the messenger service(as above) this will stop it without affecting you being able to use MSN Messenger.
Let me know if anyone want a detailed step by step guide to sorting this out.
Ian