That is because your actually locking down our application with vbulletin not our usergroup permissions. You do not allow anyone to see anything until you login so it uses the vb
standard error templates.
If you edit your vb
templates to use full urls to specific files in those templates your issue would be resolved. Its a common thing with vb3 all file links are relative links. In vb4 they address this by using a baseurl directive.