FortiOS 5.0 allows you to customize the replacement message that appears for a specific FortiGuard Web Filtering category. You do this by editing a Web Filter profile, right clicking on a FortiGuard Web Filtering category, selecting Authenticate and selecting a user group. Then right-click on the category again and select Customize.

A blank customize replacement message window appears and you can create the custom replacement message. Select Save and close the replacement message editor. The selected category has an Authenticate icon next to it. You can select this icon to edit the replacement message.

Saving the message creates a custom replacement message group. If you go to System > Config > Replacement Messages Group and open the replacement message group called web-filter-default you can find a Custom Messages category that contains the new replacement message.