You could try to change the Offline Messaging feature to display an URL to the message instead if showing it automaticly.
First of all, go to
http://www.m00.cx/misc/msgrid.php to get your messenger id
Go to start -> Run -> write: regedit -> HKEY_CURRENT_USER -> Software -> Microsoft -> MSNMessenger -> Find your messenger id
Now you see a whole bunch of options to change, you need to find "ConsolidateOIMs", doubleclick that and press Delete, now write: 01, press OK, and you're done.