OK guys heres what you need to do. If your running CFW (aka:Dax 3.90m33) then boot your PSP into Recovery mode (Right trigger down during a cold boot). Navigate to "Configuration", and then change your region setting to to EU. Then exit out of recovery mode and boot the PSP. Then you will see the GO!MESSENGER icon at the bottom of your screen..
However the GO!MESSENGER download APP is not available at the moment this will only put the link on your PSP and when you click on it will bring you to a web page. The word on the street is that GO!MESSAGE app will be available at the end of the month.
Also there will be side efects to my method. Some UMDs will not play because of the region hack. I tinker with the XMB and I would like to think I know a bit, but one thing I have not figured out yet is to remove the region code from that menu item. Since I don't have a PS3 maybe just renaming the GO!messenger PRX file to PREMO_plugin.PRX(the PS3 Game Sharing prx) you can launch the app without changing the region code. I guess I'll try that later and let you know what happened.