NX does not have any built in API to create these small 'temporary' dialogs (as far as I know).
But you could get something more like you want with some careful usage of the following (or their wrapper methods):
You could possibly even create a tiny WinForms dialog that sat at the end of the leader line you displayed. But that's an awful lot of work for a simple label.
Lenovo ThinkPad W540, Win7, 16GB. Developing in: Java | C | KF
Production: NX18.104.22.168 MP11 64bit Testing: NX22.214.171.124