Anyone know how or where to edit error pages.

[SaltedWeb]

I am blocking some pages from guest, my menu points to a area for members only but the menu link can be seen by guest. If they click they get an error.

I would like to edit the page the says :
An Error Has Occurred!
The page you requested cannot be found.

To say for registered members only bla bla etc., so its does not look like an error or broken link.

Thanks