Well, I'm no expert, but from what I've seen so far there seem to be two ways:
1) Open up the Remote Manager (if you have it) and go to the Players tab; there's a list of players there, and at the bottom is a space where you can type in messages that will appear as Admin messages.
2) Add something to the Announcements.cfg file, and it will appear as an admin message. This can be done using FTP to download the file and Wordpad or something to open and edit it, or it can be done through the Remote Manager.
But again, I'm not an expert -- I'm just getting started on all this. So maybe there's better ways. =)