Ok, that looks like something. Except I've no idea how to do scripting. The tutorial introducing Papyrus only shows how to attach a script to an object. How do I attach it to a spell effect, though?
Sorry for being such a noob. ^^
You can add the script right from the magic effect. In that form, in the bottom right, you can add a script. Create a new one when you get prompted to select a script. Give it a nice name. After that it will show up in the effect. Add a property of the message type and fill it with the formid of your message. Then Right-click and edit source.
All you need to do there is add code similar to this:
Event OnEffectFinish(actor aTarget, actor aCaster) YourMessagePropertyName.Show()EndEvent
p.s. we are all noobs with the CK and Papyrus

edit: make sure you fill your message property! If you don't it will never show up even if the rest of your code is dead-on perfect.