There are two ways how you can remove these messages in Windows.

1. Use Minlogon
  Minlogon will remove all the status messages and the logon window and logs the system on using the SYSTEM account.
  Normally this works fine but if you need to access domains this solution will not work for you.
  Also there are some other things (Cardspace,..) which will not work with Minlogon as it’s a minimum implementation of Windows Logon.

If you cannot use Minlogon you can go with the default Windows Logon and set the following Registry Key:

2. Windows Logon with hidden status windows

  Create the following registry entry in the runtime image or add the following key to your Target Designer Image Configuration:

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\System]
"DisableStatusMessages"= dword:00000001

  After this key has been set all the status windows will disappear.