Use the above advice.
Also, Messenger shouldn't be using 20%+ of your processor. Normal processes might not even spend 10%. For example, mine is currently running at 2 percent with three programs running, a couple dozen processes, and three internet windows open.
Definately keep your firewall up. The anti-virus is debatable, if it's not causing any problems keep it running. Check to see how much processor use it's utilizing however, some versions and programs occasionally get a little out of hand. You can probably customize which processes run on the Anti-virus.
I also use adaware and spybot, but there are various other types of spyware/adaware removers out there. Be careful looking for them because trojan makers are also aware they exist and try to fool the unwary into visiting bad sites in their searches for such types of programs. CNET is a good location for adaware and spybot to lead you to official sites from their D/L pages, also Yahoo normally lists the official sites at the top of searches. There are several out there however, so you can pick and choose which ever fit your needs.
You might want to recheck the firewall, to make sure no one is accessing your machine is messenger seems to be using that amount of processor speed. Of course that depends on how fast your processor is I suppose, mine is only a 2 GHz, but for that amount I'd imagine you'd have to have something on the order of less than a GHz.