[Speysider]

AdminCP -> Styles and Templates -> Edit this style (of the one you want to remove the message from) -> Forum Home templates -> FORUMHOME.

Find this:

<if condition="$show['guest']">
<!-- guest welcome message -->
<table class="tborder" cellpadding="$stylevar[cellpadding]" cellspacing="$stylevar[cellspacing]" border="0" width="100%" align="center">
<tr>
    <td class="tcat"><phrase 1="$vboptions[bbtitle]">$vbphrase[welcome_to_the_x]</phrase></td>
</tr>
<tr>
    <td class="alt1">
        <phrase 1="faq.php$session[sessionurl_q]" 2="register.php$session[sessionurl_q]">$vbphrase[first_visit_message]</phrase>
    </td>
</tr>
</table><div class="dcc"><div class="dcg"></div><div class="dcd"></div></div>

<!-- / guest welcome message -->

And delete it. That is what you are trying to remove isn't it? Make sure you save this coding somewhere on your computer, so you can remember to put it back if you want it back.