The following validation rule uses an error message that is different from the default one

class Post extends CActiveRecord
{
    public function rules()
    {
        return array(
            array('title, content', 'required',
                  'message'=>'Please enter a value for {attribute}.'),
            // ... other rules
        );
    }
}

Source: http://www.yiiframework.com/doc/cookbook/1/