Old personal messages (PSMs) returning happened to me a few times too. I always got rid of it eventually, but wouldn't know exactly how.
A few things to try:
- Do you have any Messenger Plus! scripts running? (Plus! Preferences > Plugins > Plus! Plugins)
- Do you sign in to Messenger at other places? The old PSM could be returning because Messenger automatically signs in at another place. Apart from Messenger running at a different PC this could also be on the Hotmail or Live.com site, but also 3rd party web services like eBuddy.
- Shutdown Messenger completely, login to https://profile.live.com/ and change your PSM manually in the 'Share something new' section, wait a couple of minutes before you login to your Messenger again.
Also, since the PSM is displayed correctly at your own side... The problem may not be anything you can fix at your side. Is it just a single friend who sees your old PSM, or everyone? Your friend might have to re-instal Messenger and/or clear some of Messenger's cache to correct this problem.