Two alternative approaches for you to consider.
The obvious solution: a simple switch statement:
var msg = Messages.NoPassword;
switch (msg)
{
    case Messages.NoPassword:
        MessageBox.Show("No password");
        break;
    case Messages.NoUserName:
        MessageBox.Show("No user name");
        break;
    case Messages.NoUserNameOrPassword:
        MessageBox.Show("No user name");
        break;
    case Messages.UserAlreadyExists:
        MessageBox.Show("User already exists");
        break;
}
Alternatively, add [Description] attributes to the enumeration values (assuming the enum is not defined in third party code):
MessageBox.Show(GetDescription(msg));
For which you'll need this function:
public static string GetDescription(Enum value)
{
    FieldInfo field = value.GetType().GetField(value.ToString());
    DescriptionAttribute attribute
            = Attribute.GetCustomAttribute(field, typeof(DescriptionAttribute))
                as DescriptionAttribute;
    return attribute == null ? value.ToString() : attribute.Description;
}
and each enumeration member will need to be decorated:
public enum Messages
{
    [Description("User already exists")]
    UserAlreadyExists,
    [Description("No user name")]
    NoUserName,
    [Description("No password")]
    NoPassword,
    [Description("No user name")]
    NoUserNameOrPassword
}
Neither of these solutions are localised of course.