OK, maybe the post was a little bit to short or to simple...

Of course I tested the command with this results:

First try:
$RC = SendMessage("H0109401", "Test")
Result (@serror): The message alias could not be found on the network.

Second try:
$RC = SendMessage("DH01094\H0109401", "Test")
(where DH01094 is the name of the domain)
Result (@serror): The filename, directory name, or volume label syntax is incorrect.

And now the correct question:
Can I use a domain name with SENDMESSAGE?

Franz