You need to log into your admin console for your Mambo installation. Once inside, click on Global Configuration, the first selection is Site Offline: no yes. Choose no. Then in the upper right click on save. That should put your site back online and it won't have that message anymore.
I happen to think this is a great option incase you just want to experiment and figure out the CMS and play with templates and the like, but not have the public view what you are doing until you are ready to present your site. Good luck with your Mambo run site!