Is there a way to change an automated message that pops up...like the one that pops up when you set to not allow duplicate records? I would like to word it myself.

I assume that you are using field validation options to prevent duplicates. If so, then in the field options dialog at the bottom of the Validation tab there is a place where you can enter a custom message.

That messages can be further improved by the excellent Simple Dialog plugin from http://www.24usoftware.com