You could try playing as a nation which has no events (although you'de still get random events), or try the solution below...
Copy "events.txt" [in the europa universalis /DB folder] to a new file (something like "old-events.txt") then go into your original "events.txt" and get rid of (at least) every line begining with "event =".
To keep the random events keep the line " event = "db\events\RandomEvents.txt" " intact.
Although I think you'de be insane to delete the events - they add a hell of a lot of interest to the game...