Here is another blog post that I found really interesting.  Sending messages within AX4.0 is something I have looked at as well, but Helmut did a bit more looking that I did.

I am missing the functionality to send messages to online users that existed in Axapta 3.0 and is now gone. Well, I thought you could use the “Alert” functionality introduced in DAX 4.0.
What to do:

Head over and take a look at the original (and full) post!