A user click a portal site but he don’t have permission to access, the system prompt him user name and password,It is possible the system prompt a message on screen “YOU DON’T HAVE RIGHT TO ACCESS THIS SITE, CONTACT YOUR SYSTEM ADMINISTRATOR” .
To my knowledge, this is a customize you’ll need to implement to SharePoint. I suspect it is not easy, since it is dealing with the underlying security subsystem. You’d need to disable the NTLM challenge/response dialog box and implement a customized web page.
The default OOB behavior in WSS v2 was to prompt for credentials three times before optionally showing a screen similar to what you want.
I had a similar requirement. When i consulted with a few guys in the Systems they told me that there is a setting for controling the number of times you are prompted for credentials in AD. But changing that will affect everyone in the domain.So i customised the reqacc.aspx page to display the custom message and Sharepoint displays it automatically after three prompts. NOTE: the Header in this page contains images (_layouts/images) that are not accessible to anonymous users. because of this you may not be able to see this page. got to change it accordingly.