I have same problem. I set custome error in web.config for 500 status (datebase connection problem) to redirect then it happen to my.htm page but i get http://mysite.com/Install/my.htm?aspx..., but i get 

Server Error in '/' Application.

---

Runtime Error

Description: An application error occurred on the server. The current custom error settings for this application prevent the details of the application error from being viewed remotely (for security reasons). It could, however, be viewed by browsers running on the local server machine. 

Details: To enable the details of this specific error message to be viewable on remote machines, please create a <customErrors> tag within a "web.config" configuration file located in the root directory of the current web application. This <customErrors> tag should then have its "mode" attribute set to "Off".

<!-- Web.Config Configuration File --> <configuration> <system.web> <customErrors mode="Off"/> </system.web> </configuration>

Notes: The current error page you are seeing can be replaced by a custom error page by modifying the "defaultRedirect" attribute of the application's <customErrors> configuration tag to point to a custom error page URL.

<!-- Web.Config Configuration File --> <configuration> <system.web> <customErrors mode="RemoteOnly" defaultRedirect="mycustompage.htm"/> </system.web> </configuration>

so what i do wrong? Any way and /Install/UnderConstruction.htm  do not display. Any versions how to make it work.
Thanks.