Just a follow up on this thread, so it's complete and anyone reading it in the future understands what happened.
User got an email from the system telling him that someone had replied to a conversation he had started with another user. He attempted to reply directly to the email rather than go to the site and into the instant messaging service ('Conversations', the little envelope icon above). When he replied via email, it went back to the server and bounced and was blocked.
As a reminder (to all readers), please know that when you get updates on threads or notices of these types of messages, they are only notices of that event/message and not the actual thread or message. Meaning, you must go to the site to respond to it. Otherwise, you are only responding to the notification and it will bounce.
That's it for now.