How can I set up a message sent to the user when enters a bad credentials to WPA2-Enterprise network? I am now using Freeradius and when I enter bad password, it says nothing, but Windows throws "You cannot connect to this network". This is a bit confusing for most of my users, because they think that my network does not work.
Unfortunately you can't.
In EAP RFC3748 there's an EAP-Notification-Request packet type, which is intended to transport messages destined for the end user. Unfortunately no supplicants that i'm aware of actually display this message.
The OSX supplicant will log it, as will wpa_supplicant, but AFAIK on Windows it's silently ignored.