You can use the gpedit.msc if you like as suggested by Jeffrey.
You can run gpedit.msc directly type typing that text into the start menu - on Win 8 it may take a while to come up the first time.
OK, Jason saved me some time:
Configuration > Windows Settings > Security Settings > Local Policies > Security Options
is the location of the setting. See his comment below.
Alternatively, there is some advice at:
Usual warnings about editing the registry apply.
"I found that under the following registry entry:
There you have two String values:
Edit the LegalNoticeCaption and put a title text like “Warning” and,
edit the LegalNoticeText and put a message like “I have the owner ship!”
and save it, and close the Windows® Registry. "