It's windows, it very safe. I downloaded a windows pack to get windows movie maker and it came with live messanger. I can't get it off now and I'm trying to find a way. Annoying but perfectly safe!...
In the folder where Windows Live messenger is located, there should be a file listed as uninstall. Click this and follow the steps to uninstall the program
Whenever there is a "new" update of windows live messenger...a little reminder box will pop up "after logging in." If there is none, there is no new update available.