Did you accept the "mission" in the comms panel? When you receive the message, select the message in the comms panel and you'll get an accept/cancel message which you need to accept (!) - when you've accepted it appears in the top right of the screen in the info panel...
It's not totally obvious and I fumbled around the first few times, but they do generally work.
Also it's always worth dealing with the message a soon as you get them: some of the scanning ones can lock you out if you do it in the wrong order - but leaving the USS and re-entering appears to reset them.
