Before Lion, displaying a message on the login screen was a complicated process that involved entering commands into the Terminal. Luckily, Apple have now added an easy way to set a message using System Preferences. To do this, go to the Security & Privacy preference pane, and under the General tab, tick the checkbox Show a message when the screen is locked then add your message. Only about the first 200 characters you enter will be displayed, so make your message short and sweet.