I think Deathbreak is on the right track. (except you have the "State" in effect for the player, not the enemies, correct?)
Assuming that a skill initiates the state, create a common event that gets called when the skill is successful.
In this event, turn on a switch that indicates that the skill was used. (i.e. 0001: LHA_cast).
Now, create a second common event. (Trigger: None)
In this event, use the conditional branch to check if the actors State is 'Inflicted'.
Check "Set handling when conditions do not apply"
in the "Else" section, display your message, then turn off the "0001: LHA_cast" switch.
(I tried doing this with "Parallel" as the trigger & "0001:LHA_cast" as the condition,
but the message doesn't display until after the battle ends.
So, In your Troop that you are going to test with, on the Battle Event page,
set Condition: Switch [0001: LHA_cast] is ON, and Span: Turn
Enter the command: Call Common Event: <your second common event>
This will display the message, in battle, at the end of the turn where the State wears off.
Give it a try
(P.S. this could probably be done more efficiently with a script.)