Can I send message inside the transactions script?
You will find that non-standard transactions are very hard to get into the block chain. Instead, encode the additional information as accounts and send a single satoshi to each account needed to convey your message. That way, you can use standard transactions.

Transaction 28ccf29cfcc9f82d42793db770e7c7894d61ccf3d18299f34bda2e54415da287 is a particularly silly example of this.