Messenger Companion displays notifications to let you know you when your friends in Messenger have shared links to pages on the site you’re visiting.
If you don’t want to be notified, click the Options icon in the notification 
, and then click Yes, stop showing.
To turn notifications back on, in Windows Internet Explorer, click the Messenger Companion button, click the arrow next to your name, and then click Show notifications.
I don’t see an * in the IE Messenger Companion window. Whe I check do not show me this message again that does not work. Is the setting to turn it off in Internet Options. If so where and how?