Message error : Header already sent

From the FAQ:

I get “Cannot modify header information – headers already sent” errors

This is possible if another plugin or your template sends out header information before this plugin does. You can deactivate and reactivate this plugin, it will try to load as the first plugin upon activation.

If this does not help you out deselect “Send headers when user is blocked”. This will no longer send headers but only display the block message. This however will mess up your website if you use caching software for your website.