The same way you'd do it in printf? Stringize data and insert it in the middle of static text? (Pardon my inelegant code, I've been away from C++ and doing Erlang for quite a while now.)

  void printStuff(ostream Os, 
   string WarningPart, string SizePart, string EndPart, int Size) {
    //The English version might look like:
    //"Warning: Size too big (200). Get smaller."
    Os << WarningPart << SizePart << Size << EndPart << endl;
  };

I expect that if I thought about the problem for a few minutes (and was unable to find any C++ i18n libraries) I would come up with something much nicer and easier to use than this thing I spent ten seconds working on. :)