Why hash join instead of nested loop?

I've got similiar queries that I think should be evaluated (as
displayed through 'explain') the same, but don't.
Hopefully this is the rigth place to send such a question and one of
you can help explain this to me.

The Tables:
Connection - 1.2 million entries, about 60 megs, 3 integer fields
that link two tables together (i.e. an identifier and two foreign
keys).
has an index on the identifier and either of
the foreign keys.
rtmessagestate - very small, 5 entries
rtmessage - pretty big, 80,000 entries

The Queries:

select rtmessagestate.* from rtmessagestate, connection where
connection_registry_id = 40105 and obj1 = 73582 and obj2 =
rtmessagestate.id;
returns 1 in 13.7 ms

select rtmessage.id, subject from rtmessage, connection where
connection_registry_id = 40003 and obj1 = 4666 and obj2 =
rtmessage.id;
returns 12 in 2 ms

Some more possibly important details:
entries in Connection with connection_registry_id = 40105: 30,000
entries with this id and obj1 = 73582: 1
entries in Connection with connection_registry_id = 40003: 6,000
entries with this id and obj1 = 4666: 20

but as I said before, there is an btree index on (connection_registry_id, obj1)

Explain:
The first query, breaks down as:
Hash Join (cost=5.96..7.04 rows=1 width=14)
Hash Cond: ("outer".id = "inner".obj2)
-> Seq Scan on rtmessagestate (cost=0.00..1.05 rows=5 width=14)
-> Hash (cost=5.96..5.96 rows=1 width=4)
-> Index Scan using connection_regid_obj1_index on
connection (cost=0.00..5.96 rows=1 width=4)
Index Cond: ((connection_registry_id = 40105) AND
(obj1 = 73582))(6 rows)

While the second query is:
Nested Loop (cost=0.00..11.62 rows=2 width=38)
-> Index Scan using connection_regid_obj1_index on connection
(cost=0.00..5.96 rows=1 width=4)
Index Cond: ((connection_registry_id = 40003) AND (obj1 = 4666))
-> Index Scan using rtmessage_pkey on rtmessage
(cost=0.00..5.65 rows=1 width=38)
Index Cond: ("outer".obj2 = rtmessage.id)
(5 rows)

Actually running these queries shows that the second one (nested loop)
is much faster than the hash join, presumably because of hash startup
costs. Any ideas how I can make them both use the nested loop. I
assume that this would be the fastest for both.

Oddly enough, running the 1st query (rtmessagestate) as two queries or
with a sub query is way faster than doing the join.

And yes, I realize this schema may not be the most efficient for these
examples, but it seems to be the most flexible. I'm working on some
schema improvements also
but if I could understand why this is slow that woudl probably help also.

Thanks for you help,

Rhett