In tips 3551 and 2313, I described the registry entries required to create an authorized page warning.

Microsoft Knowledge Base Article 310115 contains the following summary:

This article describes how to create an authorized page warning. By using Windows 2000 Group Policy, you can add a legal notice to users who attempt to gain access to your systems. The legal notice provides information about network policies to users who log on to your systems. The notice also includes information about possible incident handling for unauthorized network usage. You can configure authorized page warnings for site, domain, organization unit, or local group policies.