move $messages div to inside the form tag
Copy your webform-form.tpl.php from the contrib webform module folder (under templates) to your themes templates folder and make the modifications there.

Default code:

if (isset($form['preview_message'])) {
  print '&lt;div class="messages warning"&gt;';
  print drupal_render($form['preview_message']);
  print '&lt;/div&gt;';
}