Protected Content Redirection (Membership2Pro plus Multisite)

Situation:

User is on subsite1 and tries to view a page protected by a higher membership level than the user has. User is redirected to main site with the protected content message (complete with login information). However, it is removing that user from subsite1 to give them this message, which I feel is very jarring to a user’s experience.

Solution Inquiry:

Is there a way to display the message directly on a subsite without moving the user? I plan to have links to the main site for upgrades, registration, and so forth.

Is this possible? If not, any ideas as to another way to create a better user experience in this matter?