If it's a Facebook one, go onto FB, into your messages and delete the last two or three. That gets rid on the occasional one I have popping up.
Not that I only have the occasional message, cos I'm not Billy-no-mates...
![Smiley](http://www.blackberryforums.com/images/smilies/icon_smile.gif)
but even with no notifications selected there's still the odd one pops in.
Ang x