This error indicates that the packaged Apex Class ProcessMessage has not yet been compiled. Typically, Apex Classes are compiled when saved. However, Apex Classes associated with Managed Packages cannot be saved so they rely on the runtime engine to compile them, either when they are first used or at some point automatically after they are installed.
 
If you encounter this error, please follow the steps below to manually compile the ProcessMessage Apex Class:
 

1. Navigate to Setup > Develop > Apex Classes.
2. On the Top Left, click the link labeled “Compile all classes”.
3. Once Compilation is complete, navigate back to the Email to Case Premium Setup Wizard and reattempt setting up the Email Service on Step 1.