Is there something that I could use to communicate with the other people connected in my router? I turn off my router and modem to conserve electricity. I just want to give them a warning everytime I'm logging of that I would turn off the connection. A pop-up message will do. I'm using windows 7. My router is: TL-WR340G/TL-WR340GD (TP-Link), doesn't have many advanced features and its not supported by DD-WRT or Tomato firmwares.
May be you can find here a good replacement for the old NET SEND command.
By the way, you have to activate the message receiving on all the remote PCs.
Or else, you'll have to find some third party communication software, or dev one. Maybe using a jabber server of some kind?