This should get you started:
// selfservicing:
ResultsetFields fields = new ResultsetFields(1);
fields.DefineField(YourEntityFieldIndex.VendorMessage, 0, "VendorMessage");
TypedListDAO dao = new TypedListDao();
DataTable messages = new DataTable();
dao.GetMultiAsDataTable(fields, messages, 0, null, null, null, false, null, null, 0, 0);
I specify 'false' for allowDuplicates, so I get distinct messages.