You need to edit your Localization file.
You could extract it from one of the pk3 files but that's a pain because you still need to know how to change the attributes. It's default at read only.
Send me an email and I will send you the loc.txt file to edit -
jlandi@cox.net
once you get this file search for the string that you want to edit.
replace the second instant with you custom death message.
you can also edit your welcome screen, "press fire" with your own text.
now all you have to do is
create a global directory in your main folder
place this new edited text in the global directory and restart MOH