Want to show custom error page with integrated security.

I?ve got a integrated security intranet site with the following security section in the web.config (IIS 5.0 on Windows 2000 Server and Kasini server),  .NET Framework 2.0 ? not that it matters.
...
<authentication mode=?Windows? />
<authorization>
<deny users="?" />
<allow users=?mydomain\myId? />
<deny users="*" />
</authorization>
<customErrors mode="On" defaultRedirect="CustomError.aspx">
<error statusCode="401" redirect="AccessDenied.aspx"/>
</customErrors>
 ...
The windows credentials dialog box pops up and all is well with authorized credentials. If the credentials are not valid/denied, I want to show a custom page (AccessDenied.aspx) instead of the standard IIS cryptic Application Error 401.2 error.  This doesn?t work with the web.config setting above.