Only way to limit access permissions for a single object (message, task list, file etc) is to make it private. In that case only members of your company will be able to see it, but members of client companies wont. Hiding object form specific members of one company while hiding it from others is not possible.

If it is so important that information stays between you and that single user use email or any other way of one to one communication. If you want to keep that information for the reference post it to activeCollab and mark it as private so no clients can see it while you have it in the records.