Hey Bizzy,
I had the same problem, and found out that the adapter creates 2 messages. First is your EDI, it also creates a zero byte message which you need to handle within a custom pipeline component, give it a special Message type so you can subscribe to it and dump it somewhere. This is obviously not the best solution, but it allowed us to move forward. Not sure if this is a bug or a setup issue.
Good luck!
Karmel
Art2link Corportation