You need to join aspnet_Users table twice with different alias names:
SELECT U1.Username as UserFrom,U2.Username as UserTo, M.Message
FROM Messages M JOIN
aspnet_Users U1 ON U1.UserId=M.UserFrom JOIN
aspnet_Users U2 ON U2.UserId=M.UserTo
Explanation:
Here aspnet_Users table it joined twice with different alias names U1,U2. And each username is fetched from the respective table.