Sorry if I was unclear.
I don't want to have all my emails from all my addresses coming into 'Messages', so I have run the 'Setup Personal Email' wizard twice, to set up two separate personal email addresses. Now I have two separate icons in the applications, one for each personal email address. But changing the email address behind one of them in the Email Settings (within that icon) changes the email address for both of them.
Maybe I'm misunderstanding the purpose of those two separate icons? When I roll over them they show the correct email addresses as the Application names...