How do I set thme up, I used to know, but I forget.

what do you mean set them up? Do you want to send them? If so, go to a command prompt, and type: net send *insert machine name or user ID for domains* *message*

Can I mask who they are from?

you cant by default. but I have a little program at work that was written by a friend where you can mask who it came from and make it say what ever you want. pretty funny to play pranks on people at work with it.