You need to add the custom messages to the validator, not the element.
Something like:
$validator = new Zend_Validate_StringLength(array(
'min' => 3,
'max' => 32,
'messages' => array(
Zend_Validate_StringLength::TOO_SHORT => 'Username is too short',
Zend_Validate_StringLength::TOO_LONG => 'Username is too long',
),
));
$element->addValidator($validator, true);
There are aggregated short forms for this that can be used during element creation, adding an element to a form, etc. But the upshot is that typically, you override the validator messages on the validator, not on the element.