while redirection add a
query string
to the url.
Response.Redirect("Utility.aspx?SomeKey=1");
and check for the query string in the login page
page_load
event , based on the value you shall show/hide the message
protected void Page_Load(object sender, EventArgs e)
{
lblMessage.Visible = false;
var value = Request.QueryString["SomeKey"];
if (value != null)
lblMessage.Visible = true