You have a lot of options when you want to respond to an IM request.
Accept the request and begin an IM conversation:
Click anywhere on the picture display area of the request window. (You'll see an Accept prompt as you point at the window.)
Let the person know you're too busy to be interrupted:
Click the Options drop-down arrow and select Set to Do Not Disturb. Your presence status will immediately change to Do Not Disturb.
Ignore the request
To close the request without sending an acknowledgment to the sender, click Ignore.