Your screen should look like this.
Uncheck the "Check for new messages" checkbox, highlighted in green.
Your display should now look like this. Click the "OK" button to proceed.
This message will be displayed when you click "OK." Click the "Yes" button to proceed.
You will be left with the Message Center Window open.
Click the "X" button, highlighted in green, to close the Message Center. Click the "OK" button in the Preferences window to complete your configuration.