You might have to get into creating custom sign in pages for this to work. There is some information in the documentation about it.
It's kind of a pain once you get started with it because each major release requires that you recustomize the new templates. Plus you'll need some, not much, but some, html experience.
I do it for all my pages and its nice because I can add a lot of custom instructions.. For example, when passwords change in NetConnect, users will see a custom guide that I created in the passwordchange.thtml file of the custom login page.