This is straight from the book and I checked it out, it works after the machine has been rebooted every time a user logs in.
From the MMC-> add the Group Policy snap-in-> browse and create a name for a new policy(test)-> finish.
From the snap-in, Expand test-> computer config-> windows settings-> security settings-> local policies-> security options. Double click the Message text for Users attempting to log in, define it. Double click Message Title for users attempting to log on and define it. After the machines have rebooted your good to go... Matt Wray
CCNA, MCP
mwray77518@yahoo.com