The very first thing I did after installing XP was to deinstall Media Player and Messenger, good thing I waited for SP1. This tactic causes a few problems, like Norton Firewall assumed Messenger was there and tried to configure it, but I get over it.
I ditched Media Player 7 back on Windows 98SE when I found it could activate an IE pop-up after playing a video file and its auto-update feature cannot be disabled, and I've never trusted Messenger because when it auto-upgrades it reinstates itself as starting automatically, it also scares me that it tries to start whenever you use Hotmail !
Both products are scary, the one good thing that came out of the court case against MS was forcing them to disengage these products from being embedded Windows, not that I'm actually scared of MS, but I just don't have the confidence for them to reassure me that any mandatory software installation is protected from hacking.
I hate any product that silently checks on the net for you, DivX player and WinAmp are two example culprits, you only realise when you've got a outbound blocking firewall too.