I used photoshop to do mine. I know others may be using paintshop or something similar.
Anywho... for photoshop....
If you download one of our pics or take your own screenshot, open it up in photoshop. Use the eyedropper tool to get the blue background color. Paint over the text you don't want. Make a text box and use a verdana size 11 font and make sure anti-aliasing is turned off. Make sure it has cennter paragraph alignment. You could just use white for it, but I used the eyedropper again to select the color (which had a very slight grey tint). Type your witty disconnect message.

Use the move tool if needed to align the text box. Save as a flattened jpeg or similar and voila! Entertainment for all!