I have answered this question at page 1 of this thread already.
Here is a more easy way to do it:
Make a TriggerZone and attach this script to it:
;Artificial Intelligence Script
;Header
desc = Message in Zone
;Triggers
:state=0:hudreset,hudx=50,hudy=90,hudimagefine=texturebank\user\YOURMESSAGE.tga,hudname=Message01,hudhide=1,hudmake=display,state=1
:state=1,plrwithinzone=1:state=2,sound=$0,hudshow=Message01
:state=2,plrusingaction=1:hudfadeout=Message01,state=3
:state=2,plrwithinzone=0:hudfadeout=Message01,state=3
;End of Script
Replace YOURMESSAGE.tga with the filename of your message.
Save your message picture in the texturebank\user folder.
The message will come up when you enter the zone and fade out if you press enter or leave the zone.