Custom 404 and error pages in ASP.NET

  use custom 401 error page while using windows authentication in ASp.net

 

Make sure HTTP errors, HTTP redirection is enabled in IIS

ref: http://tedgustaf.com/en/blog/2011/5/custom-404-and-error-pages-for-asp-net-and-static-files/



May be try this
http://stackoverflow.com/questions/8339628/net-windows-authentication-custom-error-page