Launch the Message Administrator by going to Start > Programs > Websense Email Security > Message Administrator.
Click on the Queues bar located at the bottom left of the Message Administrator.
Locate the false positive message in the associated queue.
Click on the message.
Below, you will see the message parts pane. Right-click on the topmost envelope and select Save.
Once you have a sample saved, open a support case in the mywebsense.com portal and submit the message as an attachment to your case.