carpo, i only see one message from ming there that is already approved.. There is also one message that you deleted, but I'm assuming you can't see the deleted message.
If you are trying to approve the message from ming, it would show an error message since the message has already approved.
as far as I know, visitor messages are treated like regular posts - in that regular members are able to post visitor messages without needing to have them "approved" but non-members (or members still waiting for their first post) still need to have the visitor messages approved just like they need their first post approved.
The better question may be why users have an approve option in the first place on the visitor messages..