To remove (or change) that message, do this:
- Back up Microsoft Messenger, and quit the app if it's running.
- Right-click (or Control-click) Microsoft Messenger and select "Show Package Contents" from the pop-up menu.
- Navigate into Contents -> Resources -> English.lproj folder (or the folder for whatever localization you use).
- Edit the file named InstantMessageWindow.strings, and replace the contents for the string named IMWarning (it should be at the bottom of the file) with the text you want, or ""; for no message at all.
- Save InstantMessageWindow.strings.
- Restart Microsoft Messenger.

