The Denied Page
If a user is denied entry, they get redirected to the Denied Page. You can control the content of the page through the module. Depending on your situation, you may want to politely explain what's happened and provide instructions on who to contact to remedy the problem. Alternatively, you might want to tell them to "sod off", if you suspect them of being Evildoers. Anything goes.
The screenshot to the left shows the default Denied Page. All the text can be changed, as shown in the screenshot above.