You can use the mdframed
package. A simple example (please refer to the package documentation to learn all the possibilities for customization offered by the package):
\documentclass{article}
\usepackage{xcolor}
\usepackage{mdframed}
\usepackage{lipsum}% just to generate text for the example
\newmdenv[
backgroundcolor=gray!20,
frametitle=Reminder,
skipabove=\topsep,
skipbelow=\topsep,
]{reminder}
\begin{document}
\lipsum[2]
\begin{reminder}
ensure blah blah \underline{before} running \verb!-egrmaclean-!.
make blah blah ``\emph{2. TEMP filename.dta}'' \emph{2. country project.do} file.
\end{reminder}
\lipsum[2]
\end{document}
Another option would be to use the framed
package:
\documentclass{article}
\usepackage{xcolor}
\usepackage{framed}
\usepackage{lipsum}% just to generate text for the example
\colorlet{shadecolor}{gray!20}
\newenvironment{myshaded}
{\def\FrameCommand{\fboxsep=\topsep\colorbox{shadecolor}}%
\MakeFramed {\advance\hsize-\width \FrameRestore}}%
{\endMakeFramed}
\newenvironment{reminder}
{\begin{myshaded}\noindent\textbf{Reminder}\par\nobreak\noindent\ignorespaces}
{\end{myshaded}}
\begin{document}
\lipsum[2]
\begin{reminder}
ensure blah blah \underline{before} running \verb!-egrmaclean-!.
make blah blah ``\emph{2. TEMP filename.dta}'' \emph{2. country project.do} file.\end{reminder}
\lipsum[2]
\end{document}