Old works (such as Handel's Messiah) are in the public domain, meaning they can be used/modified without permission. I'm not sure about the rules of proper citation of source in such cases. Copyright doesn't last forever -- I think the current term is 28 years with an automatic extension for 28 more. Also, if you modify a work (e.g. parody) so that it appeals to a different audience than the original, it might qualify as "fair use."