The full documentation for the probe is here:
processes IM Configuration - CA Unified Infrastructure Management Probes - CA Technologies Documentation
but there is no step by step to create a new message
So do this
1) go into the probe gui
2) go to the setup tab
3) click on the message pool tab and button
4) find the MsgProcessDown and review settings there. Copy the message text if you want
5) close the default message
6) right click in the message pool and do new.
7) setup a MsgProcessDown2 or MsgProcessDownWarn
8) fill in the message text
9) set the severity
10) do not check the default option
11) setup your profile for the process that needs a warning level message
12) check the box for when process is down to send the alarm
13) go to the messages tab and click new
14) scroll down to find your new message
15) hit apply and restart
hope this helps