Sending cmd popup messages is impossible on windows 7, only on >xp
Also, of they have windows firewall block all inbound it won't work.
If they have remote admin, a shutdown with a message would create a popup. If you dont want that, there's a chance you could use psexec and copy over a .bat message that uses echo and pause at the end so they can see it. Again, no windows firewall for that to work.
And idk about the anonymous level of that, doubt it's untraceable.