[Toadling]

As an aside, message URLs can be obtained with AppleScript as well:

tell application "Mail"
	set _sel to get selection
	set _links to {}
	repeat with _msg in _sel
		set _messageURL to "message://%3c" & _msg's message id & "%3e"
		set end of _links to _messageURL
	end repeat
	set AppleScript's text item delimiters to return
	set the clipboard to (_links as string)
end tell

Alternatively, you can save the above AppleScript as a Service using Automator. Then you can assign a keyboard shortcut to it using System Preferences -> Keyboard -> Keyboard Shortcuts -> Services.

-Dennis