Sorry about my last post.  The whole theory is to use Javascript.  So, it you want to redirect to http://google.com, this is exactly  what you would use for the Link URL of the page:  window.open('http://google.com');
And use link type URL

I set up my one of my sites to do that.  Here's how I did it (kinda messy, and perhaps not the best way):

1)  Create a new blank page (to be new login page).  Select option for Hidden under Advanced Settings -> Appearance
2)  Add an Account Login Module to it.  Set the permissions of the module to Unauthenticated Users.
3)  Add a Text/HTML Module to the page.  Set the permissions of the module to Registered Users.
4)  Add the following html to the Text/HTML Module (changing the URL to page you want to redirect to):

<script type="text/javascript">
<!--
window.location = "PageToRedirectTo.aspx"
//-->
</script>

5)  Go to Site Settings --> Advanced Settings --> Page Management and change Login Page to the page you made in step 1.

This works, although one drawback is that once you drop the Javascript in the HTML module, the only way to get back into the page to edit it is to manually edit the settings in the SQL database.  So if you want to try this, make sure everything on the page is the way you want it before adding the Javascript.

Like I said, a little messy, but serves it's purpose.