In can find yourself in this situation when you are either doing a localization and you need to translate the system messages or maybe thinking of customizing some of them (like, let's say: "Failed to log on to Microsoft Dynamics." to say something else, "You do not have a user in Dynamics Ax. Contact your AX administrator." ).
If this is the case, then all you need to do is to change the text in the .ktd files that are located in the client's bin folder (by default: C:\Program Files (x86)\Microsoft Dynamics AX\60\Client\Bin\).
So, if you edit, let's say for English, the AxSysEN-US.ktd you will see your new texts in the AX client when you get system messages.