Alexandro, thanks for searching the forum before posting, it's greatly appreciated.. the answer was already given, but I'm not sure if it was on the forums or on IRC...
anyways, here's the answer :
you use XFCE, this is the problem (I guess), in latest CVS, we use a new way of flashing for a new message, we actually flash the task bar item (just like in windows), it seems only freedekstop compliant desktops are able to do it, and if you see nothing on your side, it means your xfce is buggy as it accepts the message but does nothing with it...
solution to the problem would be to do :
rm /usr/share/amsn/utils/linux/linflash/flash.so
It will fix your problem hopefully.