Jesus christ! When big companies merge all their technologies together it is annoying as fuck!
I'm already on MSN/WLM using the PC client, but when I saw it automatically polluting my webmail in the browser without my consent I was a little irritated.
Anyway, I'm glad they made it easy to turn it off.
Simply hover your mouse over your profile name in the top right hand corner and select "Sign out of Messenger".
Rage will subside in given time.