I assume you're creating an HTML format message, rather than plain text. Look at the Styles drop-down list in the Write Message window toolbar. "Paragraph" style gives you what looks like double-spacing, though what it really is a space between blocks of text that end with a carriage return. "Body Text" style makes successive blocks of text appear right next to each other without a gap. This can be changed on the fly. You can set the default in <Settings | Composition | HTML Style> and enabling/disabling the "Use Paragraph format instead of Body Text by default" option as you like.