When you sign in to Messenger, it remembers every email address / .net passport that you signed in under. To remove an item from the list of remembered names:
1. In Start menu select Run
2. enter: "control userpasswords2"
3. Go to Advanced tab
4. Select Manage Passwords Button
5. Add or Remove items at will
(Haven't tried on XP Home)
Don't know where else these names come up, but I was trying to get rid an email address from the Messenger login and stumbled across this setting when trying another tweak from this site. enjoy!