In Vista, it's pretty easy to set up a custom message to be shown wheb logging in. To do this, you need to open the local security policy app. You can do this by go to Run and entering the following:

%SystemRoot%\system32\secpol.msc /s

Once the new pane opens, from the left pane select Local Policies, then Security Options.

In the right pane, right click on Interactive logon: Message Text for users attempting to log on and select Properties, you can then enter a new login message to be displayed to users.

In the right pane, you can also right click on Interactive Logon: Message Title for users attempting to log on and again select Properties. You can then enter a title to be shown when users are logging in.

Once you are done, your new customized message and title will be shown when logging in.