change default orrer message

Hello,

Is there a way to change the message that you get when you try to access a
non-existent (or in my case a blocked) web site.

The page cannot be displayed
The page you are looking for is currently unavailable. The Web site
might be experiencing technical difficulties, or you may need to adjust your
browser settings.


I have blocked access to certain site certain sites and want the users to
know that the sites have been purposely blocked and to know that their
activity is being monitored.

Access to internet is through Linksys BEFXS41 router and blocking takes
place on the router.

Thanks