For message jumping, Ctrl + Left/Right Arrow hotkey is defined. However, this conflicts with Visio, which has this shortcut assigned for moving the page horizontally to the left/right edge of window. Thus, both actions are triggered - message jump and page move.
There are two possible solutions:
1) Use another hotkey for message jumping.
2) Disable the page move when a message is selected (which is the only situation message jump may be used). This solution is probably the preferred one.