To do this, users have to create a Message Search that filters out messages that were sent to the customer then have that search be available as a sublist view:
1. List > Search > Saved Searches > New > Message.
2. Provide the Search Title.
3. Mark the following fields:
Available as Sublist View
4. Criteria subtab:
Formula (Text): is F
5. Results tab:
Note: Add the other fields as needed.
6. Save & Run.
7. Open a Case record.
8. On the Messages subtab set View = Select the search that was created