Unfortunately, the warning message content is included in a DLL file (I don't know which one) that has to be decoded and modified in order to change. It is possible, but it requires a hacking utility, and EE use regulations prohibit the dissemination of hacking or cracking techniques.
You can't do it with a registry tweak and Local and Group policy has nothing to control it either. You can, however, enter a general notice for users prior to login that will give them the information you may want them to have by modifying the GPO/Local Policy Computer Configuration\Windows Settings\Security Settings\Security Options section under the two entries "Interactive Logon: Message Text for Users Attempting to Log On" and "Interactive Logon: Message Title for Users Attempting to Log On"
These entries will post a message immediately after someone hits ctrl-alt-del to log on. Most people use this to warn users of authorized use or other similar things, but you could easily use it to give instructions to users in certain situations.
