If you are using Norton AntiVirus 2003 you might not be able to close MSN Messenger.
Norton AntiVirus (NAV) or Norton AntiVirus Professional Edition (NAV Pro) 2003 is installed with Instant Messenger (IM) scanning enabled. When you close the Windows Messenger program by right-clicking the Messenger icon in the system tray and then clicking "Exit," you see the message "There are other applications currently using features provided by Windows Messenger. You must close these other applications before you can exit Windows Messenger. These applications may include Outlook, Outlook Express, MSN Explorer, and Internet Explorer."
You can either:
- disable IM scanning: NAV -> Options -> Instant Messenger and then uncheck "MSN Instant Messenger" and click OK.
- configure MSN Messenger as if it is not running by setting the status to "Appear Offline".