If you are at the end of the message and press the SPACE key then MH-E warns you if that the next SPACE key will take you to the next message. With the following bit of code in your .emacs, MH-E will page to the next message without any warning.
;; Page to next message without prompting (defmacro sa2-add-page-advice (function when) `(defadvice ,function (,when sa2-page-to-next activate) (set (make-local-variable 'mh-page-to-next-msg-flag) (mh-in-show-buffer (mh-show-buffer) (pos-visible-in-window-p (point-max)))))) (sa2-add-page-advice mh-show before) (sa2-add-page-advice mh-page-msg before) (sa2-add-page-advice mh-previous-page after)