There's an old saw that has been attributed at different times to Darryl Zanuck, Louis B. Mayer, and Jack L. Warner. Supposedly, one of these Hollywood moguls told one of his screenwriters that audiences wanted to be entertained, not preached at, by saying, "If you want to send a message, use Western Union."
(Of course, you can't even do that now.)
Masello takes on this idea with rule #39. He points out a variety of books, both fiction and nonfiction, that have changed the world with their messages. But he warns us that readers have different expectations from a novel than from a polemic. Fiction can carry a message along with it -- I would say that all of the best fiction carries a message with it -- but the message should never be overbearing. A fiction writer's primary job is to entertain the reader, and not to hit the reader over the head with a message.
Turning for a moment to science fiction television, I'm reminded of the original Star Trek and the current version of Battlestar Galactica. Star Trek made no bones about using science fiction as a medium to tell stories that were really about the 1960s. For example, the episode "A Private Little War" was clearly about the escalation that was taking place at the time in Vietnam. The problem I sometimes had with Trek's style, however, was that they often did hit the viewer over the head by making the metaphor explicit. "A Private Little War" had Kirk referring to their current conflict by comparing it to the escalation of similar wars in the twentieth century. "The Doomsday Machine" had Kirk refer to the atomic bomb of the twentieth century as a similar doomsday machine. And so on.
The current Galactica handles this a lot better. I'm not going to say that the show is deliberately a metaphor for our current world, but a lot of the conflicts and issues that they are dealing with resonate. (The way they handled the abortion issue in "The Captain's Hand" was spectacular.) And if they are making a deliberate metaphor, they still manage to avoid being heavy handed by not making that metaphor explicit.
Looking at my own work (again, only because I'm closest to it than anyone else's), I can state for the record that almost all of my stories have some sort of message in them. Some of those messages I put in there deliberately; other ones I was surprised to discover when they were pointed out to me. But in all cases, I still think that the best fiction carries some sort of message with it.