To an SSH legal message, SSH into server and login as root.
At command prompt type: pico /etc/motd
Enter your message, save and exit.
Example:
ALERT! You are entering a secured area! Your IP and login information have been recorded. System administration has been notified. This system is restricted to authorized access only. All activities on this system are recorded and logged. Unauthorized access will be fully investigated and reported to the appropriate law enforcement agencies.
Now everytime someone logs in as root, they will see this message... go ahead a try it.