you reinstalled windows and still got infected.did you format your hard drive.or just upgraded on the existing system.
ok..first check all the processes that are running in the background.
hit CTRL + ALT + DEL and check for the processes.it will be helpful to give you a clear idea if you could provide the process names running.
Do this in safemode..you can enter safemode by pressing F8 just after you start your p.c and before the starting windows screen pops up..
check your start up.to do that --> click start menu --> run --> type msconfig
-->enter..->a window will be displayed in that check the start up .remove all the unnecessary stuff.all that you dont want to start when windows starts up..like winamp,yahoo messenger,msn etc..you can start up after you start windows..they dont require to be in the start up.
since you have stated msn messenger,through which ur being threatend..i would like to suggest you to disable the messenger service.that would protect you to a certain extent.till you clean up the system.
step 1 : Right click on My Computer
Click Manage
Click on Services & Applications
Click on Services
Step 2: On the right side of the same window scroll down .you will find "messenger"
Double Click that --> a window pops open
stop the service
in the start up type --> select "Disabled"
If you have a service named messenger sharing...Follow the same steps as above..and disable it.
now get a firewall, something like zone alarm or outpost,which is available free online.install it..and just watch the logs..i know this is getting complicated..but do that only if you want to find who 's bothering you..well i could give you more details..if you want to..just p.m me..
AVG is a better antivirus and its available free online...you can download it here...
http://free.grisoft.com/doc/2/lng/us/tpl/v5
if you could give me some more details about the virus or what ever errors you r encountring..i could give you more detail about the cleaning procedure...