How to redirect page if authentication fails

Hi guys, this post was originally in a SharePoint forum however it is essentially just an ASP.NET problem, so was really hoping someone from here could help - noone it seems from the SharePoint side can.
Basically, we would like to redirect the user to a given page if the authentication to our SharePoint site fails (i.e. the standard windows login prompt pops up three times - we are using windows authentication). No matter what option we try it always ends up bringing the user back to a blank page.
We have tried writing a HttpModule (and catch the if Response.StatusCode = 401), which doesn't seem to fire any events if the user is not authenticated. We have tried writing a HttpHandler, but of course we can redirect the user if there is an error code but can't continue onto the desired site if not. We have tried doing the following in the web.config:
<customErrors mode="Off">
      & ...