can't say i have the same issue as i have pop-up windows disabled on safari. yes, the message indicator will pop up but i can't open it and have to select my pm's from the pm link. yeah it's a pita but to me it's easier than hitting the return/enter key while typing and opening the pm by accident.
have you tried reseting safari? you'' lose your history, cookies and cache but it might help. the other option would be to delete the preferences file for safari.
oops, almost forgot...what version of safari are you using (4.0.1 is the most current)