In reply to my own message, I'm posting a patch to message.el in
message-make-message-id that concats the header X-Msgid-Archive-Tag
to the Message-ID contacts if it is present.

This allows me to do the following in my .gnus:

(defun njsf-define-msg-id-tag-field nil
  ""
  (if (and (message-mail-p) (length gnus-newsgroup-name))
      (let ((tag (concat "_---_xmat_-" 
			 gnus-newsgroup-name) 
			 "_---")))
	(save-excursion
	  (message-narrow-to-headers)
	  (message-fill-header 'X-Msgid-Archive-Tag tag)
	  (widen)
	  ))))
(add-hook 'message-send-hook 'njsf-define-msg-id-tag-field)

Anybody has any comments, improvements or objections ?

Regards,

        Nelson