For others wondering:
1) relocate one of existing chat windows (Trade has been chosen in the example);
2) change its channel to the one that you think will be the least annoying in your system message window;
3) change its settings to show all system messages and none of the others;
4) realize that you cannot uncheck the very channel and you cannot even make one yourself either, so it will have the chosen channel name at the bottom forever, as well as the channel will forever disturb your new system message window;
5) cry.
