Did You Try Setting Custom messages by Clicking on Advanced Tab in the Submit Options Window?
You can set the Custom message also by following these steps
1. Double Click on the Submit Button to Open Properties
2. In General Tab Click on Submit Options
3. Select the radio button of your submit type
4. Click on Advanced Tab
5. Select the Check box show Success and Failure messages
6. Click Ok on all the windows and Save the settings
Result: When you click on the Submit Button, Your Customized error message is shown
I hope this will help you
Kalyan G Reddy
Infopath MVP 2007 and 2008