Easiest thing to do would be to use a free and small third party app like: "LAN Messenger"
Or:
using CMD (windows flag + r -> type in "cmd" and press enter) type:
"net send (Computer name here(or "*" to send it to everyone in your domain/workgroup)) (message here)"
("without brakets or quation marks")
UPDATE: Oh just realized... That's how it's done in XP... For windows 7 just type "msg /?" into CMD and it tells you all you need to know 😛