First create a system restore point (just in case), and then make sure you close all running instances of Outlook Express and Windows Messenger.

open regedit.exe and find the following key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Outlook Express
Create a new DWORD entry called:
Hide Messenger
Enter a hexadecimal value of 2 for this new entry.
To disable this tweak simply delete the 'Hide Messenger' entry. Both these tweaks take effect instantly, you do not have to log off or restart your computer for them to work.