Why do you think that they will read it if you don't have an "OK" button. They will just wait for it to close, won't they?

At least by requiring them to click a button you are getting positive response. You may even have a "yes/no", make "no" the default and logoff on a "no".

Alternatively, if they close the window too quickly, pop up another warning that advises them that they must read the content of the message window