I'm making an assumption that the question is referring to Warcraft III only, and not any expansion packs and that the messages are those spoken by Arthas when he selected in-game for an action.
These answers are from the following links-
http://www.wowwiki.com/Quotes_of_Warcraft_III/Human_Alliance
http://www.wowwiki.com/Quotes_of_Warcraft_III/Undead_Scourge
Arthas quotes when he is a Human-
* "The Light is my strength."
* "Is there danger?"
* "I stand for the Light."
* "I'm here to help."
* "Justice shall be done."
* "Of course."
* "Certainly."
* "A sound plan."
* "For honor."
* "Foul knave!"
* "Betrayer of the Light!"
* "You are past redemption!"
* "For my father the King!"
* "Feel my wrath!"
* "Justice has come!"
* "For Lordaeron!"
* "It isn't easy being a prince."
* "I will bring honor to my father and my kingdom."
* "Light, guide my path."
* "Light, give me strength."
* "I should be in command."
* "I know what I'm doing."
* "There's no need to bow."
Arthas quotes when he is a Death Knight-
* "Speak, fool!"
* "No one orders me around!"
* "Tread lightly."
* "What is it now?"
* "Finally"
* "Frostmourne hungers."
* "This is more like it."
* "Ah! At last."
* "For the Lich King!"
* "Faithless Coward!"
* "You will know endless torment!"
* "Your pain shall be legendary!"
* "I'll make sure you suffer."
* "Now Frostmourne!"
* "Glory to the Scourge!"
* "I was a fool to trust in the light."
* "The Lich King has given me true power!"
* "I will be twice the king my father was."
* "Lordaeron shall be reborn."
* "Who is this 'darkness' anyway?"
