I'm surprised that it hasn't been posted here yet, but WiM (along with the overwhelming majority of chat mods methinks) is nearly completely broken as of 3.3.5.
To wit, as soon as I complete /w and the first letter of the toon I'm trying to whisper, a WiM box is spawned and I'm warned that "No played named 'B' is currently playing" followed by a warning about "Bo" then finally I can message "Bob" Received whispers aren't being routed to WiM at all.
This is a known issue and will be fixed with the next WIM update. as to when WIM will be updated? ive got no idea.