Having trouble with the login page on a classified plugin and where to change code, and what code?

I have a classifieds plugin. The users that wish to place a classifieds ad must login if they have a user name and password or register if they don't have a username or passwords. However, my problem is when signing in with false or mistaken credentials the user is rerouted to a default WP sign page which in turn signs them into their profile and not the orginal website where the classifieds plugin is on.

Where would a person change the code so the user would not be re-routed to this page that I don't wish for them to go to and just maybe get an error message instead?

Thank you
Doug