Unfortunately, you will receive that nag until the process has been performed, or the Registry reset, and it will come back after the next 100th closing of Outlook Express.
See this link for how to reset the Registry for Outlook Express:
Once you allow the Compaction process to begin, don't interrupt it.
Keep your Inbox empty, move messages you want to keep to folders of your own creation in Outlook Express, this includes the Sent Items folder and the other default folders.
Keeping the Inbox empty will help Outlook Express start faster and minimize the chance of losing messages.
Let us know if that helps or not.
I have also used the OETool
which will also compact the Message Store for Outlook Express and
reset the Registry for you once the process has completed.
If interested in trying it out, you can find it here: