Hi Justin,
If you want the message to show up in a separate window you could use the Open Link in Popup Window action, or if you want the message to appear on the page, you could use dynamic panels. Here's is how it might look on the interaction of the checkbox:
OnClick
Case 1
Open MyMessagePage in Popup Window
or
OnClick
Case 1
Show MyMessagePanel
If you use the dynamic panel, you'll also want to set it to be hidden by default. Are you familiar with dynamic panels yet? If not, this can help http://www.axure.com/p201_1.aspx.
There is still the condition piece though. I think the condition might look like:
OnClick
Case 1 (If is checked of MyCheckBox equals false)
Show MyMessagePanel
Case 2 (Else If true)
Hide MyMessagePanel
More on conditions here http://www.axure.com/p202_1.aspx.