What is msmsgs.exe

Windows Messenger from Microsoft provides online chat and instant messaging capabiltiies. 
If you don't use Windows Messenger, you can disable it as follows: Start -> Programs -> Windows Messenger -> Tools -> Options -> Preferences. Uncheck "Run this program when Windows Starts".

Note: The msmsgs.exe file is located in the folder C:Program FilesMessenger. In other cases, msmsgs.exe is a virus, spyware, trojan or worm!