Translate messages with WPML

Plugin settings that need to be translated are handled differently by different translation plugins. They don’t all work. I haven’t tested it with WPMU, so I don’t know about that one specifically, but what you probably need to do is use a form like this for your setting:

[:en]The %s field appears to be incorrect[:es]El campo %s parece ser incorrecta[:]

So that all the translations are saved in the setting, the translation plugin just chooses the right one for the current language.