I have just thought another idea to avoid two consecutive popup windows.
That is, only one window will be shown according to the case.
Since the user is supposed to read Configuration Wizard and be aware of this feature of Plus! at the first place and even had the option to disable that shortcut from that wizard, I prefer locking Messenger when the shortcut is pressed for the first time but still it is good to show an informative window like you see above.
Note that the first window in the screenshot will be always shown when the user presses the shortcut for the first time, but the latter will not be shown if the former has been already shown.