So messages always relate to a message number ? No they don't. You may have come across the 000 or 999 messages under many message ID's that have a placeholder function only. The text for these messages is & & & & and the developer can fill in any parameters he/she likes.
This kind if defeats the purpose of having message ID and number, which was to aid the end user with more information (the long text with a message) and also to aid the developer (following up a message that was used only once or twice is a lot easier than finding 400 hits for the 999 message, just because the developer did not bother creating messages). There is a mid-way solution: instead of using a 000 or 999 placeholder message, throw your message like this:
MESSAGE 'No idocs selected to be reported' TYPE 'S'.
This will show the message like you are used to, but when the user clicks on it - nothing happens (as there is no actual message number known).