How do I turn off application on the bottom tool bar?

I am trying to make sure that the required set up is done on GotoWebinar. they ask me to turn off all applications so the stream will be good. I have instant messenger and other icons in that area. I don't know how to turn off the messenger and so I can't comply with there request. I have tried and it still comes up.

Load Outlook Express

On the Tools menu, click Options, and then click the General tab.
Click to clear the "Automatically log on to Windows Messenger" check box, and then click OK.

You may have to restart the machine.