MessagePop is a free tool which enables displaying pop-up messages and alerts from your batch files.
The message box supports a little HTML-like markup, allowing you to set text styles, display clickable links and more.
The dialog is surprisingly configurable, too. As well as message text, you're able to set title, dialog width and height, colour and icon. Messages can automatically disappear after a specified number of seconds, and there's even a "Do not show..." icon which allows the user to hide the dialog in future.
A GUI-based "MessagePop Helper" application helps you design your alert by typing text and checking boxes. The results can be previewed at any time, and copied to the clipboard, ready for inclusion in your own scripts.
If you need more help, a MessageTest.bat file provides a detailed example which you can tailor to suit your needs.
A handy Windows scripting aid.