IIRC Windows Integrated Security is run against the current user of the browser, if their credentials don't match those at the server then a login dialog is automatically opened by IE where the user can log in. You can't re-direct this to a form as Windows is handeling it all. If it did allow redirection to a form then you as a developer could potentially syphon off peoples user names and passwords - this is not good. If you want to use a form for log-in users into your system then you will have to maintatin the security credentials (say, in a database) that can verify the user name and passwords.
"If a man empties his purse into his head, no man can take it away from him, for an investment in knowledge pays the best interest." -- Joseph E. O'Donnell Can't manage to P/Invoke that Win32 API in .NET? Why not do interop the wiki way!