SYMPTOM:
The following warning message appears in DSSErrors.log in Strategy 9.x:
Sample Code/Error
MsiUserInBox::hRemoveMsg(): About to remove ACTIVE Inbox message DB34F8474778BFFC2AF83DA235BA3013, JobId 149, ownerID: 54F3D26011D2896560009A8E67019608, MsgStatus: -2147483647, parentMsgID: 00000000000000000000000000000000
This is followed by a job cancellation message as seen below:
Sample Code/Error
MSIPU::Kill: Job is created at 2009-09-30 15:44:09.450.
MSIPU::Kill: PU:QueryExecution: Signalled cancellation to component task: job:149, step:4, thread:3880, will wait for timeout later.
(Job 149 canceled.)
The above "Job 149 canceled' message seen in the logs above can be confirmed by going to the Job Monitor in Strategy Desktop:

CAUSE:
This is working as designed. A History List message can either be Active or Persistent. It is persistent when it has been backed to disk and is active when it is only in memory.
The above message is simply a warning message indicating that the Intelligence Server is about to delete a History List message from the user's Inbox. This message is triggered when a History List message is currently in execution state with a job attached to it but the user deletes (cancels) the History List message itself.
ACTION:
No action is needed.