Had to do this today on a Sphereon 4400 switch and it wasn't quite the simplest procedure so figured I'd jot it down.
-Enable SSH (configure->ssh)
-Then SSH to the switch and use the following commands to set the banner text:
config switch banner
bannerText 1 "================Banner============="
bannerText 2 "This system is restricted....."
bannerText 3 "authorized users..."
bannerText 19 "All users must comply with Company Policy and..."
bannerText 20 "Instructions regarding the protection of..."
bannerText 21 "===============End Banner=========="
Obviously your own banner text will go in there and will look a bit different. The numbers refer to the line number and the text following it must be included in quotes. You can show your current banner by typing the command show when you're in the banner config mode.