I think these notifications are a part of the way I set up my Windows Live Messenger, but how do I disable them? You probably know the messages I am talking about. But if not, I'm referring to the Welcome screen where you choose a user account to log into. There's a picture beside the name, and under the name there's a new mail notification message. I don't want that message to appear anymore. Is that done through the messenger itself?

Download tweakUI. There is a setting to turn it off.

This should do it!

reg add HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\UnreadMail /v MessageExpiryDays /t REG_DWORD /d 0 /f>nul