Blank page whenever a CAS user doesn't have a Drupal account

Hi.. we've been using the CAS module for a little over a year now with great results. I have a process set up that creates the Drupal user when the CAS user gets created. There are many CAS users that shouldn't have access to Drupal. Because of this, I have the option turned off to automatically create Drupal users. This works well, except every now and then someone tries to hit the Drupal site and doesn't have a Drupal account. Basically, a blank page is presented. I'm wondering how I can edit/style that blank page to put 1) a message, 2) a link to request a Drupal account. I can't seem to figure out what is generating that page. Is it just a blank version of page.tpl.php with no $content variable? Thanks