I keep two AIM screen names online at all times.
One screen name is my general use casual name that I give to everyone. The other one I only give to people who would have something to say that would actually be important, and I tell them to _only_ IM me on it if they need me right _this_ second. I never put up an away message on that one.
This way, I can put up my away message while working and all non-essential messages go there, then if something very important comes up I get a message on my priority SN, and I can respond to it. This also eliminates the psychological nagging desire to check your messages to make sure nothing important is there.

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