Windows messenger (as included in XP) doesn’t work anymore – you must mean MSN messenger. Bandwidth use depends on how much FTP-ing is going on, normal chat consumes very little. Most of the IM programs have unique ports, you could only allow port 80 in and out of your network. That should prevent anyone doing much. Apart from going onto the messenger website and using the online version, of course. Not giving users install rights is the best way round this problem.