That's a bit vague.
By "message window" do you mean a "Message Popup" created by the Message Popup Rule?
If so ...
How have you triggered the Message popup? Have you used another rule such as a Trigger Check Rule as a parent of the Message Popup Rule? Or is the Message Popup Rule a child of a Simultaneous List Rule, an Ordered List Rule or is it flush up against the Session Editor's left margin?
More information is required please.