OOP in Scheme

When should I use message passing or data-directed programming? What are the advantages/disadvantages of these techniques over the OOP we can find in Java for example.

OOP, never. Functional with return types, always. Murphy law dictates preventive measures must always be implemented upon every execution.

should I use message passing or data-directed programming

Depends on the specification. I always use message directing when I can. Queues are the best way to keep things inline.