There seems to be a lot of players that do not know that they can leave messages inside of a turn they are sending. To do this simply hit the "enter" key and it will bring up a dialog window that you can enter your message in. The window has a limit as to the amount of text it can hold but you can always bring up a 2nd or 3rd window if you want to leave a long message. Just keep in mind that if your opponent does not watch the replay of your turn (I usually skip that part of the game unless i really need to see exactly what my opponent did) they will not see your comments as they appear in the replay--at the point in the game where you placed them into your turn.