This will show you how to message http://wgt.com/help.aspx#message
And also just above your friends names it will say... Available to:
the one that is highlighted green is showing your status ie, NO ONE, FRIENDS ONLY
or EVERYONE.
So if your in a match click NO ONE
which will turn green.That way no-one will invite you because you will appear off-line.Then when you have finished don't forget to click back to FRIENDS ONLY
or EVERYONE,
then you will show as available to play again.
Hope this helps Cobra4