<it should create an object of some custom class (let's call <it "MessageAwareLiteralBasedProvider") as the Metadata Adapter.
You mean like this:
MetadataProviderServer MessageAwareLiteralBasedProvider = new MetadataProviderServer();
MessageAwareLiteralBasedProvider.Adapter = new Lightstreamer.Adapters.Metadata.LiteralBasedProvid er();
If yes, then how do I override its NotifyUserMessage?