I think you're getting a little confused. There are actually two "Message Write" VIs included in the toolkit.
The first runs on the NXT and will send a message to a particular mailbox on a particular connection. (The connection could have been made to the PC or to another NXT.) That VI is located on the palettes at Addons >> NXT Toolkit >> NXT Library >> BT Messages >> Write Message. It has an orange bar across the top of the icon. You'd use this VI if you were writing a program you intended to download and run on an NXT.
The second VI is the one I mentioned in my previous post, which is found at Addons >> NXT Direct Commands >> BT Messages >> Message Write. It has a gray bar across the top of the icon. This will send a message from the PC to the NXT, just as if you were sending one of the other direct commands from the PC to the NXT. This is the VI that I think accomplishes what you want.
------
James Blair
NI R&D