Settings of the Messaging module can be done in Site manager -> Settings -> Messaging. The following settings are available:
Messaging sender e-mail - e-mail address that will be used a the Sender ('From') address of notification e-mails
Messaging e-mail subject - entered text will be used as content of the Subject field of notification e-mails
Page url: http://devnet.kentico.com/docs/devguide/index.html?messaging_settings.htm