Hi Eric,
I was thinking… if you really want to not show the empty message, I can show you how to do it by tweaking the easyfolderlistingpro.php file.
If you have the Joomla 1.5 edition plugin, change { to {/* at lines 666 and 800 and change } to */} at lines 686 and 807.
If you have the Joomla 1.6 edition plugin, change { to {/* at lines 653 and 787 and change } to */} at lines 673 and 794.
This should remove the empty message altogether.
In the next release, I will make this a parameter option. So, you won't have to edit anything.