this depends on what display manager you use for login. also, this is to do a small message, like a single line of text, not a big informational piece.
if you use kdm, edit "GreetString=" in /etc/X11/xdm/kdmrc
if you use gdm, edit "Welcome=" in /etc/X11/gdm/gdm.conf
if you use something else, then i don't know.