I would say no, that is not a security concern. I say that because you found evidence of it right in the Excel options. Most of the time something that you have to worry about would be hidden from things like that. So that you wouldn't be able to disable or uninstall them. I would say that the reason you cant find them with a search is because it is a cryptic file name. msnmsgr.exe*32 is not the executable that I would say Windows Live Messenger is under, but it is. Keep up your virus and male-ware scans and you should be fine.