In the IEEE 802.11p WAVE system, applications can directly control the transmission power of the messages sent in WAVE Short Message Protocol (WSMP). This feature enables the vehicles to control the transmission range based on the application requirements and/or the vehicle density. Seemingly straightforward, however, the distributed power control between vehicles can easily go awry. Unless carefully coordinated, the power assignments can irrevocably deviate from the vehicle density pattern. In this letter, we first show that such anomaly happens for a straightforward power control where the power level reacts to the number of messages heard from ambient vehicles. Then in order to resolve the anomaly, we propose an application layer scheme that adapts the WSMP transmission power so that the power assignments precisely reflect the vehicle density pattern.