Win ME does not get affected by the messenger ads because it does not have that service running at all.
Yours sound like web based popup ads - most likely coming from one of the browser pages that you have running, or a spyware component. Since you ran ad-aware, which is usually pretty accurate, my guess is that its from one of the web pages. A quick way to tell is to close all browser windows including those that have an icon in the task bar but may not show an actual window on the screen. If you still have a popup come up, well, then its spyware - then you would have to try tracking it down by looking in the registry to see what is loaded on startup.
Yours sound like web based popup ads - most likely coming from one of the browser pages that you have running, or a spyware component. Since you ran ad-aware, which is usually pretty accurate, my guess is that its from one of the web pages. A quick way to tell is to close all browser windows including those that have an icon in the task bar but may not show an actual window on the screen. If you still have a popup come up, well, then its spyware - then you would have to try tracking it down by looking in the registry to see what is loaded on startup.