It seems like the "Check Coolant" message is displayed too frequently, and I have to add water too often. What is the normal frequency for adding coolant to a car?
Oh-Oh: In response to the first answer, which was very good, I should also ask what happens if you just use water? I add water (just water) probably every once a week or every two weeks. Could I have damaged anything by not using coolant?

First, don't ever use just water...in hot conditions, you may have to add a little coolant to the reservoir every month or two. Coolant evaporates too, the reservoir is vented.

If you mean every few days, or a week, you likely have another problem, which could range from thermostat (common), to hoses (also fairly common), to real bad reasons like head gaskets, freeze plugs, and/or cracked heads or block.