Hi,
I was searching for a way to show custom warning message in an entity’s form and came across these two helpful posts
For CRM 4 :-
http://social.microsoft.com/Forums/br/crmdevelopment/thread/1791ab40-a1e6-4099-bb4b-6e52a9a45c18
For CRM 2011 : –
http://crm2011wiki.wordpress.com/2012/04/16/showing-custom-alerts-in-notifications-area/
Hope it helps.