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Type REGEDIT in start menu search box or run and press Enter.
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Navigate to the following registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
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Right-Click on Run and select New -> String Value. Name it Message.
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In the right-side pane, double-click on Message.
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In the Value Data box, type MSG * MESSAGE. Change MESSAGE with the message that you want to show.
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Click OK.
Now Windows will show the message everytime you log-off & log-on. If you want to remove the message, just right-click on Message and select Delete.