Changing "Content Protected" page

How do I get the "Content Protected" page to remain on the user's current subdomain? Every time a person visits a page that is "Content Restricted," they are redirected to the "Content Restricted" page at the main multisite install (not the subdomain). Is there a way to set is so that they aren't redirected away from their current site?

Btw, I have Membership set-up for multisite, using the additional code added to wp-config.php and membership-config.php