Access doesn't have that capability built into it.
One way I've managed to do it is to have a table to store messages.
Depending on how urgently you want the user to get the message, you can
either check whether there are any messages in the Message table each time
they open a form, or you can check on a regular basis. (you can , for
instance, integrate the lookup with the technique discussed in http://support.microsoft.com/?id=128814)
