The functions for that are
SetEntityPlayerInteractCallback(string& asName, string& asCallback, bool abRemoveOnInteraction)
; (you know the drill. It's done the same way as in the 'SetEntityPlayerLookAtCallback'. The 'bool abRemoveOnInteraction' is true if you want the message to show only once and false if the message is displayed every time you interact with the door.)
and
SetMessage("Crap","Door",-1);
Plus, you'll need to make a text file called "extra_english.lang" into your custom story folder and write these lines in it:
<LANGUAGE>
<CATEGORY Name="Crap">
<Entry Name="Door">It's locked</Entry>
</CATEGORY>
</LANGUAGE>
That is just an example. You can name the category and other stuff anything you want.
Also check out
this page if you haven't yet.