So caffeine binds to adenosine receptors to block adenosine's drowsiness effect. Melatonin binds to melatonin receptors to regulate circadian rhythms. As far as how adenosine interacts with melatonin, no idea. I'm no biochemist and what I'm about to say could be 100% incorrect, but it seems that adenosine is involved in melatonin production?
So if it's true that adenosine leads to melatonin production, then I'm guessing that the adenosine-blocking effect of caffeine would be (partially?) negated by ingesting a melatonin supplement, especially in the massive doses that they sell.
~~My money is on SLEEP.~~ [I got it backwards!! See below replies.]