Windows authentication

I am writing a website for the intranet. I use Authentication Mode 'Windows and deny user 'myself' I get a windows dialog box  asking for my credential which I cancel. I get redirected to a system error page  with error code 401.2,
I would like to redirect to my own error page. I have tried the Error tag in web.config and the httpErrors tag, but I am not successful.  <customErrors mode="On">       <error statusCode="401" redirect="Unauthorized.htm"/>     </customErrors>   <httpErrors>       <remove statusCode="401" subStatusCode="2"/>       <error statusCode="401" subStatusCode="2" path="Unauthorized.htm" responseMode="ExecuteURL" />     </httpErrors>
 I also use ...