Hide WP-login page from users

When people try to log into my site with the wrong info, they are redirected to the WP-login page. Instead, I want them to stay on my home page and receive a message saying they entered incorrect log in info. I know this has something to do with redirecting, but all I can find is redirecting after users log in. Is there a way to keep people on the home page when they enter incorrect log in info?