Sounds like a horror film title huh? 
On a serious note, it appears that if a server issues a shout message ( player.sendYellMessage("Hey! I'm shouting at you!"); ) and the server shutdown the client is left with a ghost of the last shout message on their screen. The message stays, regardless of what server they next enter, or even a single player. The only way to get rid of the shout message is for the client to restart the application.
