You are right. For the current version of AlgoQuant, dynamic installation of handlers is not yet supported. The only thing you need to do is to add one more enum constant (for the new message type) to [tt:3fl4ghil]MessageHandlers[/tt:3fl4ghil] (and add the corresponding interface for the handler). We will add this feature soon.
Please post your questions here if you find any difficulties when adding your custom message handler.