Have you seen spam show up on your computer in a pop-up window called "Messenger Service", whose first line is similar to "Message from WEBPOPUP05 to [Windows machine name] on [date]", selling cigars, or fake diplomas, or other typical spam fodder? You haven't visited any suspicious web sites, and you haven't installed any suspicious software that might include evil adware. What is it?
Update: It's a message sent to the Messenger Service, a service intended to display messages sent by system administrators on your local network. [I've removed the NetBIOS information I originally posted here to avoid confusing the issue, but it's a good idea to shut off File and Printer sharing anyway if you're not using it.]
Thanks to helpful readers for providing instructions on disabling the Messenger service. Turning off file sharing if you're not using it is still a very good idea. Running a service opens your computer to potential security holes, so never run a service you're not using, and always stay up to date with security patches for the services you are. Microsoft ships Windows with some services turned on by default to "help" people, but it's really quite a disservice.
Free web-based security auditors like ShieldsUP! or AuditMyPC.com can show you what kind of information others can see, and which "ports" are open on your computer. If the Messenger Service has been active on my machine all this time, I'm impressed this is the first unwanted broadcast message I've seen.
For this annoying new kind of spam and many, many other security reasons, the best answer is a personal firewall. ZoneAlarm is a popular choice for Windows, and comes in Pro, Plus, and free editions. I just installed the free version, and ShieldsUP! now reports my computer as completely cloaked. I'm very excited.
TechTV's Firewalls Explained has good basic advice on securing your PC, and recommends both ShieldsUP! and ZoneAlarm.
In windows xp (don't know about 2k, but assume there is something similar) go to your "services" control panel and disable Messenger Service. THat'll shut the puppy down.