Yes, you can do it with native XP, by enabling the Windows Messenger service (Don't confuse this with the Windows messenger or MSN messenger applications).
However, there is a downside. With the messenger service enabled, it can lead to popups being received from third parties across the Internet. If you have a good firewall, then you can prevent this, but you need to be aware of the problem.
Anyway, to enable the messenger service, click START and then RUN and at the command prompt, type services.msc and press ENTER. Scroll down the list until you see the messenger service.
Look in the status column. If it says started, then it is already enabled. If not, double click on the entry to bring up the properties. On this screen, you will see startup type about half way down. If this is set to disabled, change it to manual (or auto if you want it on every time Windows starts) and click apply. The START button should now be activated and clicking it will start the service.
Now to send a message to another machine, open a command prompt (like you did above) and type NET SEND name message, where name is the name of the user you wish to send the message to (not the computer name, but the logged in name) and message is obviously the text you want to send. E.g. NET SEND Ian Hello Matey will send the text Hello Matey to the PC where Ian is logged on.
