The Visitor messaging thing has generated quite a number of "OMG! Please delete my messages" requests and I don't think a header warning is likely to change that much. Trouble is a fair number of folks go straight to the typing without doing much reading ... and then we're back to doing clean-ups.
FWIW I'm totally with B on this, Visitor Messages are more of a pain than they're worth ... IMHO, of course.
