Question

I am developing an application in which i want to post messages on Wall of multiple users on facebook like “Its your turn To play a particular game”.

Answer 1

the only way of doing it is using server side script for publishing on friends feed

you can use the Graph API to POST to the friend’s feed by issuing a POST request to the /PROFILE_ID/feed scope (while PROFILE_ID is the friend’s facebook id – or username)
furher information on:
http://developers.facebook.com/docs/reference/api/user/#posts (under create segment)

in order to publish on multiple friends feeds – you need to do this in a loop (highly not recommended – facebook automated rating doesn’t like it because it seems like spam, and your application might get blocked)

another way (instead of loop in your code) is using the batch request concept as described in here for creating multiple graph api calls at once

in order to publish post on befhalf of the user he will have to grant you with publish_stream permission (or even better – publish_actions). further details about extended permissions can be found here – http://developers.facebook.com/docs/authentication/permissions/

EDIT:
Since February 2013 it is no longer possible to post on other users wall through the graph API. So you can see this answer as not relevant anymore