No toner message
The control panel display will indicate which toner is out;
K = Black
M = Magenta
Y - Yellow
C = Cyan
Also, the orange indicator light will flash.
Generally, each toner will provide about 1,500 copies depending on the intensity of the specific color. The toner drums, on the other hand, generally provide more than 20,000 copies each and need not be changed that often.
When you change a toner, included with the toner is a little alcohol wipe that you use to clean the toner sensor. This is a small LED located along side the toner holder. Make sure ALL toner waste/dust is cleaned off the sensor before installing the new toner.
Also, while I hate to state the obvious, make sure you removed the tape from the new toner before inserting it. Last, make sure you lock the toner in place with the blue lever. And it never hurts to shake the toner a little side to side before inserting it just in case the toner has gathered at one end.
Last, there is a utility included with the printer that lets you access the printer's information via your computer. This will tell you exactly how much toner is left in each cartridge and the life remaining on the drum.