I've also noticed two other prohibited words: www and http. In other words, they're stopping you from typing traditional URLs. Granted, they don't block the top level domains of com, net, and org (and so forth).

So, in other words:
  • http://everything2.com is blocked
  • www.everything2.com is blocked
  • http://www.everything2.com is obviously blocked
  • everything2.com is allowed

This probably has something to do with the Microsoft Word-esque way that Messenger automatically creates hyperlinks out of anything that starts with www or http. That, or some strange way of stopping people from free advertising.