Win98 has a free MS GUI called PopUp.
No such luck in WinXP.
You can use the Net send command line as mentioned in the above post, or download the following GUI Freeware.
<a target=new class=ftalternatingbarlinklarge href="http://www.webattack.com/get/ntsend.shtml">NTSend 1.3.3 LAN popup message interface
</a>