The IP addresses for all messenger servers is in the range from 65.52.0.0 ~ 65.55.255.255 and from 207.46.0.0 ~ 207.46.255.255. Do I create rules to block the messenger server? Is this done in network&services?

You create network names like this:

1) MSN1 = 207.46.0.0 / 255.255.0.0
2) MSN2 = 65.52.0.0 / 255.255.0.0
3) MSN3 = 65.53.0.0 / 255.255.0.0
4) MSN4 = 65.54.0.0 / 255.255.0.0
5) MSN5 = 65.55.0.0 / 255.255.0.0

Then you create packet filter rules like this:

1) workstation - Any - MSN1 - DROP
2) repeat step 2 for MSN2 to MSN5

Make sure ALL the above DROP packet filter rules are at the very top and make sure the system default packet filter rule is disabled (unchecked).