Warning to user for including cursing words in private message
Finally found a format that works.

Contrary to what the Drupal documentation says, the format: 

word1|word2|word3


does not work.

The proper syntax is: 

^.*(word1|word2|word3).*$


i.e.: caret then dot then star then open parenthesis then the words to search separated with a vertical bar then closed parenthesis then dot then star then dollar sign.

Many words may be added between the parenthesis. No need to add the plurals as regex will match the singular inside the plural.

Reminder: Regex stands for REGular EXpression so this value must be selected at the bottom of the condition page.