which will require that Messenger Service is started on all computers who will be sending or receiving net messages.
http://support.microsoft.com/kb/168893

If connected to the internet having the messenger service running may get unintended and sometimes worrisome messages (usually some type of advertisement or text notification of malware and a product to solve the problem) showing up that users need to be taught to ignore.

Winchat can also be used if you want responses:

To Start Windows Chat
1. Click Start, and then click Run.
2. Type winchat, and then press ENTER.
http://support.microsoft.com/default.aspx?scid=kb;en-us;308232&Product=winxp


Free http://www.wegabyte.com/net-send/

some commercial solutions -
http://www.lantalk.net/
http://www.wegabyte.com/lan-messenger/
http://www.winpopup.net/
http://www.winsentmessenger.com/