Press Record.

http://www.matthijs.net/msn.php
http://www.chmaas.handshake.de/delphi/freeware/xvi32/xvi32.htm

Note: this is for the latest version of 6.2, 6.2.0137. You can check your version, by choosing Help > About MSN Messenger from the programs menu.
When you have the HEX editor running, follow these steps:
Make sure you are not running messenger. Right-click its icon in the system tray, and from the menu select Exit
Now you'll need to locate the messenger executable msnmsgr.exe, it will normally be in \Program Files\MSN Messenger\
Make a backup of the file. Right-click msnmsgr.exe and from the menu choose Copy. Now right-click on an empty area in the same folder, and select Paste from the menu. The backup will be named Copy of msnmsgr.exe. If you ever want to get back to the original file, simply delete msnmsgr.exe, and then rename Copy of msnmsgr.exe to msnmsgr.exe
From the menu in XVI32, choose File > Open, locate msnmsgr.exe, and open it
From the menu, select Address > Goto, select hexadecimal, and enter E5E61, press OK
The value selected will be 74, simply type EB to replace it (so 74 becomes EB)
When done select File > Save from the menu, and exit XVI32
Reopen Messenger 6.2, now without the ads!