Quite simply, the last supper "sends us" the Eucharist. This is the Sacrament that Roman Catholics celebrate daily (and by obligation on Sundays), the sacrament that transforms simple bread and wine into the Body and Blood of Christ. We see this instituted in each of the four Gospels, but here is the reference from Luke 22:19 for you:
And he took bread, gave thanks and broke it, and gave it to them, saying, "This is my body given for you; do this in remembrance of me."
In regards to the "message" you speak of, in addition to the message of the miracle of Jesus' body and blood, Christ also gives us a direct message to continue celebrating the Eucharist in the confines of the Mass "in remembrance of" Him. He does this by giving us a direct command in saying "do this."
Roman Catholics (like me) absolutely love Luke 22:19. : )