Membership – Modify content on final page of membership registration.

When a new member fills out the registration, all the final page of the registration says is:

Completed: Thank you for signing up Your subscription to our site is now set up and you should be able to visit the members only content.

They are not logged in at this point, and cannot see any protected content. Is there a way to auto-log them in? How can we modify the content of this page to give them a login option and direct them to specific content?