Do you? What exactly are you trying to accomplish with it? Who is demanding it? You or someone else? Is it a regulatory compliance requirement? Was there a law suit that required it?
Assuming that you REALLY need to have one, do you have clear guidance on what it should contain or say to the user? Exactly, or generally? Did YOU make it up, or did someone else provide it to you? Has it been legally scrutinized?
Remember: The longer and more verbose the statement, the less likely a user will stop and read it thoroughly. Translation: the less likely a user would be expected to read it thoroughly. This could work against you (the employer or network administrator) in a court of law. A user could argue that the verbosity requires significant time which goes contrary to demands placed on said user to get work done. It can also be argued that it simply did not display as expected.
Precedence: When installing a software application product, the user is typically presented with the “EULA” during the initial installation only. It is not usually displayed every time the application is launched and used. It serves the same purpose: it states a disclaimer, and/or legal rights of both the provider and the user as it pertains to the product, service or relationship between the two parties.
Regardless, if you intend to take action on something like implementing a logon banner, consult an attorney who is familiar with such practices. You can save yourself a lot of wasted time and effort. Not just now, but later, when it actually gets put to the test in court.