Having an application that attacks back is about the same as attacking back yourself and is generally not looked upon very well. Also if someone does learn that your machine will do that then it is open to misuse by 'evil doers' and could be used to attack others...just a big can of worms that I don't think you really want to open.

The 'I'm watching you' message is interesting, but I kind of wonder about the legal ramifications of sending such a message. I think I would alter it, adding a bit of text to say that what they are doing is unauthorized and that if they continue the proper authorities will be notified. By simply saying you are watching them it could be argued that you didn't warn them off so it is tantamount to giving them permission to do what they are doing in a supervised manner.

If anyone likes I can pull up some links kind of related to this and banners used on systems.