Windows Messenger help

I have MSN messenger which I use. I apparently also have Windows Messenger.
I see no icon for it, nor do I see a way to open it. Trying "Run" doesn't
get me anywhere (even though I can find Windows Messenger on a search.

I am getting frustrated because I may have MSN messenger set to away or busy
or totally shut down and not signed in. I still get Windows Messenger
messages coming through to me and interrupting my work. How do I open
Windows Messenger to reset it - or get an icon somewhere that I can click on
to open it and reset it?
Thanks