How to customize the Internet Explorer cannot display the webpage message page

Hi there!!  I am running a photo viewing application via IE7 in Kiosk mode on a small workgroup of 20 Windows XP machines.  If a user encounters a dead hyoerlink they get to see the standard message ...
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  Internet Explorer cannot display the webpage
   
   Most likely causes:
You are not connected to the Internet.
The website is encountering problems.
There might be a typing error in the address.
 
   What you can try:
     Check your internet connection  etc etc etc
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     Is it possible to customise this message or auto-redirect the use to a custom written page.  

I am not running IIS.  The client computers are just rendering html file in a folder on our main server e.g. the address they are accessing takes the form of ... file://mainserver/viewingapp/index.htm ... so I presume if this is possible it would be a change that would need to be made on all the client machines.

Many thanks in advance