Many years ago, there was a trick to do this for Yahoo messenger. But I’ve never heard of it being done on pal. In pal, you are logged in to only one username, whereas in yahoo you had six names associated with a single logon.
There is a list of the other usernames you have logged in with in your pal settings, but that data isn’t sent along with a PM. However, I read somewhere on the forum a while back that mentioned the same thing you are describing, but it was a red @admin option.