change 'Join' link to 'Login to join'

Here's how I got it to work. I changed the og_subscribe_link function in og.module to make the Join link for anonymous users go to the user login:

function og_subscribe_link($node) {
  if ($node->og_selective == OG_MODERATED) {
    $txt = t('Request membership');
  }
  elseif ($node->og_selective == OG_OPEN) {
    if (user_is_anonymous()) {
      $txt = t('<a href="user">Join</a>');
      }
    else {
      $txt = t('Join');
    }
  }

  if(isset($txt) && !user_is_anonymous()) {
    return l($txt, "og/subscribe/$node->nid", array('attributes' => array('rel' => 'nofollow'), 'query' => drupal_get_destination()));
  } 
  elseif (isset($txt) && user_is_anonymous()) {
    return $txt;
  }
}

and commented out the user message in ob_subscribe function:

function og_subscribe($node, $uid = NULL) {
  global $user;
  if (is_null($uid)) {
    if ($user->uid) {
      $account = $user;
    }
//    else {
//      drupal_set_message(t('In order to join this group, you must login or register a new account. After you have successfully done so, you will need to request membership again.'));
//      drupal_goto('user');
//    }
  }
  else {
    $account = user_load(array('uid' => $uid));
  }

  if ($node->og_selective >= OG_INVITE_ONLY || $node->status == 0 || !og_is_group_type($node->type)) {
    drupal_access_denied();
    exit();
  }