Unfortunately, there are no spam laws right now. Some people are trying to pass some, and some are trying to get the courts to extend the 'junk fax' laws to cover spam, but for now spam is legal.
To fix your problem, it depends on your operating system. If you are running Windows XP, 2000 or NT, for example, you can stop those popups by going to control panels, services, and finding the 'Messenger' service and setting it to disabled (and set to _not_ run on startup). This is unrelated to MSN Messenger, fyi.
The people are sending the messages to you using the NET SEND command, something in the OS for big businesses to use to send alerts to workstations (like, 'printer out of paper' or 'server blahblah is going down in 5 minutes'). You can see this in action by typing in a DOS prompt:
NET SEND 155.10.5.5 "This is the FBI! Freeze, sucker!"
Change the 155.10.5.5 to be the IP address of another computer on your network (or some friends IP address) and it should show up there if the MESSENGER service is running.