Could you check for Javascript errors when viewing your Stats page? You can use your browser's Javascript console to search for Javascript errors:
http://webmasters.stackexchange.com/questions/8525/how-to-open-the-javascript-console-in-different-browsers
Could you also try to use a different alert plugin, and see if you experience similar issues? The following plugin seems to propose features similar to your WP Message alert plugin:
http://wordpress.org/plugins/wp-alert/