\documentclass{report}
\usepackage[english]{babel}
\usepackage[latin1]{inputenc}
\usepackage{amssymb}
\usepackage[all]{xy}
\usepackage[usenames]{color}
\usepackage{longtable}
\usepackage{ifthen}
\usepackage{soul}
\usepackage{float} % <- gives the H positioning option to figure
\usepackage{array} % <- gives newcolumntype

\newcolumntype{C}[1]{>{\centering\arraybackslash}p{#1}} % centered fixed with column

\title{Diff Test} 
\author{Mikael Brännström}
\date{13 January 2010} % Activate to display a given date or no date

\begin{document}
\maketitle

\chapter{Main}

\begin{center}
\begin{longtable}{|p{165pt}|p{45pt}|C{25pt}|C{25pt}|C{25pt}|}
\caption{Message overview.} \\
\hline
\em{Message} & \em{Class} & \em{All?} & \em{Read-only?} & \em{Snap\-shot-only?} \\
\hline \hline
\endhead

New\-Order\-Single  & Order & send & &  \\*
    
Order\-Cancel\-Replace\-Request  & Order & send & &  \\*
    
Order\-Cancel\-Request  & Order & send & &  \\*
    
Execution\-Report  & Order & recv & recv & recv  \\*
    
Order\-Cancel\-Reject  & Order & recv & recv &  \\*
    
Order\-Mass\-Status\-Request  & Order & send & send & send  \\*
    \hline
Trade\-Capture\-Report  & Trade & send recv & recv & recv  \\*
    
Trade\-Capture\-Report\-Ack  & Trade & recv & recv &  \\*
    
Trade\-Capture\-Report\-Request  & Trade & send & send & send  \\*
    
Trade\-Capture\-Report\-Request\-Ack  & Trade & recv & recv & recv  \\*
    \hline
\end{longtable}
\end{center}

\end{document}
