By default, Windows Live Messenger, comes with its Aero border enabled. But if you want, you may also disable this aero frame, to give it a clean look.
Disable Messenger Aero Frame Border
To do so, open regedit and navigate to the following registry key:
In the right pane, create a new DWord AeroWindowFrameEnabled and give it a value ‘0‘.
This will disable the Aero border or frame.
Giving it a value ‘1′ will enable it.
Alternatively, you may also download these registry keys and add them directly to your registry.