SOLUTION
Implement the theme_help() hook in your theme's template.php. Note: replace THEME with your theme name.
function THEME_help() {
$help = menu_get_active_help();
if (arg(0)."/".arg(1)."/".arg(2)=="admin/content/node" && !arg(3))
{
$help = "<p>My help message.<p>".$help;
}
if ($help) return "<div class='help'>".$help."</div>";
else return null;
}This will work for the URL admin/content/node, but can easily be altered to work for any URL.
REFERENCES
http://stackoverflow.com/questions/1296106/drupal-6-hook-for-altering-help-field-in-a-form