Shoutbox

I use Messenger at work all day, and sometimes lock/hide it if the boss is around. I will also leave it locked, and allow someone else to use my computer.
When locked, Messenger minimizes to the taskbar, and changes it's little icon. However, if someone adds you on Messenger (a new buddy sends you a request to add to your list) while it is locked, you STILL see the little pop-up that says:

So-and-so has added you to Windows Live Messenger. Would you like to:
Allow
Deny
-Add them to your contact list

(That is not verbatim).
Anyways, I really think that this should not pop up if Messenger is locked. It should remain hidden along with the rest of the program. If other people are using my computer, suddenly they get this Messenger pop-up out of nowhere asking them to approve or deny a new contact.